+45.5%
FICO vs ALHC
-60.6%
+106.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -0.8% | -9.6% | +8.9% | -0.2% |
| 3M | -31.3% | -44.5% | +13.2% | -29.0% |
| 6M | -33.9% | -59.2% | +25.3% | -30.8% |
| YTD | -57.6% | -62.0% | +4.5% | -55.5% |
| 1Y | -59.7% | -54.8% | -4.8% | -58.2% |
| 3Y | -28.0% | +25.0% | -53.0% | -34.2% |
| 5Y | +91.0% | -65.3% | +156.3% | +83.2% |
| All | +45.5% | -60.6% | +106.2% | +37.3% |
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