-37.4%
FISV vs ALHC
-66.2%
+28.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.8% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +38.4% | -10.6% | +49.0% | +39.3% |
| 3M | +14.9% | -45.3% | +60.2% | +18.8% |
| 6M | +21.8% | -59.7% | +81.5% | +27.6% |
| YTD | -5.0% | -62.7% | +57.7% | -0.4% |
| 1Y | -1.2% | -56.1% | +54.9% | +2.5% |
| 3Y | -47.5% | +21.3% | -68.8% | -50.7% |
| All | -37.4% | -66.2% | +28.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling