+61.0%
FHN vs ALHC
-61.5%
+122.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | +0.2% | -14.2% | +14.4% | +1.1% |
| 3M | -9.0% | -45.1% | +36.2% | -5.5% |
| 6M | -6.8% | -59.5% | +52.7% | -1.9% |
| YTD | -1.5% | -62.8% | +61.3% | +4.1% |
| 1Y | +10.9% | -55.5% | +66.4% | +15.7% |
| 3Y | +119.4% | +25.7% | +93.7% | +108.2% |
| 5Y | +57.5% | -66.8% | +124.3% | +57.7% |
| All | +61.0% | -61.5% | +122.5% | +54.5% |
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