+64.5%
FHN vs ALHC
-61.8%
+126.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -0.5% | +3.9% | -4.3% | -0.8% |
| 30D | +1.9% | -3.6% | +5.6% | +2.1% |
| 3M | -6.9% | -49.4% | +42.5% | -2.8% |
| 6M | -3.1% | -59.5% | +56.4% | +2.1% |
| YTD | +0.6% | -63.2% | +63.8% | +6.4% |
| 1Y | +12.4% | -55.5% | +67.8% | +17.2% |
| 3Y | +133.7% | +23.0% | +110.7% | +122.1% |
| 5Y | +61.4% | -65.7% | +127.1% | +61.3% |
| All | +64.5% | -61.8% | +126.3% | +57.9% |
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