-48.3%
FISV vs ALHC
-59.6%
+11.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +3.0% | -5.5% | +8.5% | +3.3% |
| 30D | +38.8% | -4.9% | +43.7% | +39.0% |
| 3M | +21.2% | -41.7% | +62.9% | +24.4% |
| 6M | +17.5% | -55.2% | +72.7% | +21.6% |
| YTD | -4.9% | -61.1% | +56.2% | -0.9% |
| 1Y | -0.6% | -53.3% | +52.8% | +2.4% |
| 3Y | -47.4% | +28.2% | -75.6% | -50.1% |
| 5Y | -36.0% | -65.8% | +29.7% | -37.4% |
| All | -48.3% | -59.6% | +11.3% | -49.2% |
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