-52.8%
FIS vs ALHC
-53.4%
+0.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.5% | +6.7% |
| 7D | +1.5% | -5.5% | +7.0% | +1.5% |
| 30D | -11.8% | -4.9% | -6.9% | -11.4% |
| 3M | -28.5% | -41.7% | +13.2% | -26.4% |
| 6M | -27.0% | -55.2% | +28.2% | -23.9% |
| YTD | -53.1% | -61.1% | +8.0% | -50.9% |
| 1Y | -52.8% | -53.3% | +0.6% | -52.8% |
| All | -52.8% | -53.4% | +0.6% | -52.8% |
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