-83.9%
FIG vs ALHC
-48.9%
-35.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.5% | -9.5% | -3.7% |
| 7D | -11.4% | +3.8% | -15.2% | -11.1% |
| 30D | -17.2% | +1.7% | -18.9% | -16.9% |
| 3M | -26.6% | -44.3% | +17.7% | -30.4% |
| 6M | -9.8% | -57.2% | +47.4% | -13.7% |
| YTD | -50.1% | -61.2% | +11.0% | -53.5% |
| 1Y | -58.1% | -53.2% | -4.9% | -61.9% |
| All | -83.9% | -48.9% | -35.0% | -83.3% |
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