+42.9%
FICO vs ALHC
-61.5%
+104.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | +3.3% | -14.2% | +17.5% | +4.3% |
| 3M | -31.7% | -45.1% | +13.4% | -29.4% |
| 6M | -34.0% | -59.5% | +25.6% | -30.8% |
| YTD | -58.3% | -62.8% | +4.5% | -56.2% |
| 1Y | -57.9% | -55.5% | -2.4% | -56.4% |
| 3Y | -24.1% | +25.7% | -49.7% | -30.7% |
| 5Y | +85.3% | -66.8% | +152.1% | +78.0% |
| All | +42.9% | -61.5% | +104.4% | +35.1% |
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