-80.3%
FIG vs ALHC
-10.3%
-70.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.8% |
| 7D | -16.4% | -1.0% | -15.4% | -16.5% |
| 30D | -2.3% | -6.3% | +4.0% | -2.9% |
| 3M | +7.8% | -12.3% | +20.1% | +8.5% |
| 6M | -21.8% | -27.0% | +5.2% | -22.5% |
| YTD | -39.1% | -31.8% | -7.3% | -40.2% |
| 1Y | -56.6% | -17.0% | -39.6% | -57.4% |
| All | -80.3% | -10.3% | -70.0% | -78.5% |
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