-60.6%
FISV vs ALHC
-31.6%
-29.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.2% | -4.2% |
| 7D | -6.4% | -4.1% | -2.3% | -6.2% |
| 30D | -6.8% | -5.4% | -1.4% | -6.6% |
| 3M | -10.0% | -32.1% | +22.2% | -8.3% |
| 6M | -20.6% | -28.5% | +7.9% | -19.7% |
| YTD | -27.6% | -34.0% | +6.5% | -26.5% |
| 1Y | -64.3% | -20.9% | -43.4% | -64.2% |
| 3Y | -60.0% | +151.5% | -211.5% | -63.5% |
| 5Y | -57.7% | -28.8% | -28.9% | -59.7% |
| All | -60.6% | -31.6% | -29.0% | -62.3% |
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