-77.4%
FIS vs ALHC
-61.5%
-16.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | -25.5% | +1.0% | -26.4% | -25.7% |
| 30D | -15.1% | -14.2% | -0.9% | -14.5% |
| 3M | -32.1% | -45.1% | +13.0% | -29.7% |
| 6M | -36.1% | -59.5% | +23.5% | -32.8% |
| YTD | -55.4% | -62.8% | +7.4% | -53.0% |
| 1Y | -53.9% | -55.5% | +1.6% | -52.1% |
| 3Y | -39.8% | +25.7% | -65.4% | -44.5% |
| 5Y | -71.1% | -66.8% | -4.3% | -72.5% |
| All | -77.4% | -61.5% | -16.0% | -78.3% |
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