+73.1%
FHN vs ALHC
-28.9%
+102.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -4.7% | -1.0% | -3.7% | -4.7% |
| 3M | +3.5% | -10.2% | +13.7% | +3.6% |
| 6M | +7.8% | -28.3% | +36.1% | +9.3% |
| YTD | +5.9% | -31.4% | +37.3% | +7.6% |
| 1Y | +12.5% | -16.9% | +29.4% | +12.7% |
| 3Y | +117.2% | +135.5% | -18.3% | +97.4% |
| 5Y | +86.5% | -33.6% | +120.2% | +78.8% |
| All | +73.1% | -28.9% | +102.0% | +59.7% |
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 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