-23.8%
FICO vs ALHC
+25.6%
-49.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.1% |
| 7D | -0.3% | -6.2% | +6.0% | -0.1% |
| 30D | +1.7% | -9.7% | +11.4% | +2.0% |
| 3M | -35.2% | -44.7% | +9.5% | -34.4% |
| 6M | -33.7% | -58.7% | +25.0% | -32.5% |
| YTD | -58.2% | -61.7% | +3.6% | -57.4% |
| 1Y | -56.6% | -55.7% | -0.9% | -55.9% |
| All | -23.8% | +25.6% | -49.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling