+42.0%
FFIV vs ALHC
-65.3%
+107.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.9% | -5.5% | +2.6% | -2.5% |
| 30D | -32.4% | -4.9% | -27.5% | -32.2% |
| 3M | -22.7% | -41.7% | +19.0% | -20.1% |
| 6M | -10.7% | -55.2% | +44.5% | -6.8% |
| YTD | +25.4% | -61.1% | +86.4% | +31.9% |
| 1Y | +34.2% | -53.3% | +87.5% | +38.7% |
| 3Y | +101.2% | +28.2% | +73.0% | +78.2% |
| 5Y | +42.0% | -65.8% | +107.7% | +41.7% |
| All | +42.0% | -65.3% | +107.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling