-55.0%
FIS vs ALHC
-55.2%
+0.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -29.4% | +3.9% | -33.3% | -29.6% |
| 30D | -16.7% | -3.6% | -13.1% | -16.7% |
| 3M | -33.0% | -49.4% | +16.4% | -30.6% |
| 6M | -33.3% | -59.5% | +26.1% | -30.2% |
| YTD | -56.0% | -63.2% | +7.2% | -53.9% |
| All | -55.0% | -55.2% | +0.1% | -55.4% |
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