+5.1%
FE vs ALHC
-55.2%
+60.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -1.1% | +3.9% | -5.0% | -1.3% |
| 30D | +4.6% | -3.6% | +8.3% | +4.7% |
| 3M | -0.8% | -49.4% | +48.6% | +0.7% |
| 6M | +7.3% | -59.5% | +66.7% | +8.4% |
| YTD | +8.3% | -63.2% | +71.5% | +8.7% |
| All | +5.1% | -55.2% | +60.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling