-83.7%
FIG vs ALHC
-51.1%
-32.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +1.9% |
| 7D | -13.1% | +1.0% | -14.1% | -12.8% |
| 30D | -13.0% | -14.2% | +1.2% | -13.7% |
| 3M | -21.5% | -45.1% | +23.6% | -25.5% |
| 6M | -2.5% | -59.5% | +57.0% | -6.9% |
| YTD | -49.7% | -62.8% | +13.2% | -53.1% |
| 1Y | -59.1% | -55.5% | -3.6% | -62.9% |
| All | -83.7% | -51.1% | -32.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling