-58.2%
FISV vs ALHC
+141.7%
-199.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -3.0% | -6.3% | +3.4% | -2.7% |
| 3M | -3.5% | -12.3% | +8.8% | -3.3% |
| 6M | -19.4% | -27.0% | +7.6% | -18.6% |
| YTD | -24.3% | -31.8% | +7.6% | -23.4% |
| 1Y | -62.4% | -17.0% | -45.4% | -62.3% |
| 3Y | -58.2% | +159.8% | -218.0% | -61.1% |
| All | -58.2% | +141.7% | -199.8% | -61.1% |
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