-41.3%
FIS vs ALHC
+25.0%
-66.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.7% | -6.0% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | -19.4% | -9.6% | -9.8% | -19.1% |
| 3M | -31.6% | -44.5% | +13.0% | -29.7% |
| 6M | -32.5% | -59.2% | +26.7% | -29.9% |
| YTD | -56.0% | -62.0% | +6.1% | -54.2% |
| 1Y | -55.5% | -54.8% | -0.7% | -54.2% |
| All | -41.3% | +25.0% | -66.3% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling