+85.5%
FFIV vs ALHC
-28.9%
+114.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -5.1% | -1.0% | -4.0% | -5.1% |
| 3M | -4.5% | -10.2% | +5.7% | -4.6% |
| 6M | +36.5% | -28.3% | +64.8% | +38.1% |
| YTD | +53.0% | -31.4% | +84.4% | +55.2% |
| 1Y | +24.2% | -16.9% | +41.1% | +23.9% |
| 3Y | +137.2% | +135.5% | +1.7% | +105.5% |
| 5Y | +91.8% | -33.6% | +125.4% | +72.0% |
| All | +85.5% | -28.9% | +114.5% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling