-84.0%
FIG vs ALHC
-49.6%
-34.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.1% | -9.5% | -17.0% |
| 7D | -17.4% | -6.2% | -11.2% | -17.7% |
| 30D | -15.9% | -9.7% | -6.2% | -16.3% |
| 3M | -34.5% | -44.7% | +10.2% | -37.9% |
| 6M | -5.0% | -58.7% | +53.6% | -9.2% |
| YTD | -50.7% | -61.7% | +11.1% | -54.0% |
| 1Y | -58.1% | -55.7% | -2.4% | -62.0% |
| All | -84.0% | -49.6% | -34.4% | -83.5% |
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 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