+52.1%
FFIV vs ALHC
-59.6%
+111.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.9% | -5.5% | +2.6% | -2.6% |
| 30D | -32.4% | -4.9% | -27.5% | -32.2% |
| 3M | -22.7% | -41.7% | +19.0% | -20.4% |
| 6M | -10.7% | -55.2% | +44.5% | -7.2% |
| YTD | +25.4% | -61.1% | +86.4% | +31.3% |
| 1Y | +34.2% | -53.3% | +87.5% | +38.3% |
| 3Y | +101.2% | +28.2% | +73.0% | +82.0% |
| 5Y | +42.0% | -65.8% | +107.7% | +31.5% |
| All | +52.1% | -59.6% | +111.7% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling