-51.1%
FIS vs ALHC
-51.4%
+0.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +10.1% | -33.8% | -23.7% |
| 7D | -18.4% | -0.5% | -17.9% | -18.0% |
| 30D | -11.4% | -4.2% | -7.1% | -10.8% |
| 3M | -32.0% | -39.8% | +7.8% | -29.9% |
| 6M | -35.6% | -57.7% | +22.1% | -32.2% |
| YTD | -53.8% | -58.8% | +5.0% | -51.5% |
| 1Y | -51.1% | -52.4% | +1.3% | -50.4% |
| All | -51.1% | -51.4% | +0.4% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling