-83.6%
FIG vs ALHC
-50.0%
-33.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | -13.1% | -9.6% | -3.4% | -13.5% |
| 3M | -20.3% | -44.5% | +24.2% | -24.4% |
| 6M | -2.1% | -59.2% | +57.1% | -6.4% |
| YTD | -49.4% | -62.0% | +12.7% | -52.8% |
| 1Y | -57.0% | -54.8% | -2.2% | -61.0% |
| All | -83.6% | -50.0% | -33.6% | -83.1% |
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