+48.2%
FICO vs ALHC
-59.7%
+108.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | +0.9% | +3.8% | -2.9% | +0.5% |
| 30D | +9.4% | +1.7% | +7.8% | +9.2% |
| 3M | -30.4% | -44.3% | +13.9% | -28.1% |
| 6M | -35.1% | -57.2% | +22.1% | -32.3% |
| YTD | -56.8% | -61.2% | +4.4% | -54.7% |
| 1Y | -58.4% | -53.2% | -5.2% | -57.0% |
| 3Y | -26.7% | +27.8% | -54.5% | -33.0% |
| 5Y | +88.0% | -65.4% | +153.4% | +80.2% |
| All | +48.2% | -59.7% | +108.0% | +39.7% |
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 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