+46.1%
FICO vs ALHC
-61.4%
+107.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +0.1% | -10.6% | +10.6% | +0.7% |
| 3M | -35.2% | -45.3% | +10.2% | -32.9% |
| 6M | -32.4% | -59.7% | +27.4% | -29.1% |
| YTD | -57.4% | -62.7% | +5.3% | -55.3% |
| 1Y | -58.5% | -56.1% | -2.4% | -57.0% |
| 3Y | -28.9% | +21.3% | -50.1% | -34.8% |
| 5Y | +91.7% | -66.0% | +157.7% | +84.2% |
| All | +46.1% | -61.4% | +107.5% | +38.0% |
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