-50.2%
FISV vs ALHC
-60.6%
+10.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +31.8% | -9.6% | +41.4% | +32.5% |
| 3M | +19.3% | -44.5% | +63.8% | +22.8% |
| 6M | +12.1% | -59.2% | +71.3% | +16.7% |
| YTD | -8.4% | -62.0% | +53.6% | -4.5% |
| 1Y | -4.5% | -54.8% | +50.3% | -1.5% |
| 3Y | -49.4% | +25.0% | -74.4% | -51.9% |
| 5Y | -39.0% | -65.3% | +26.3% | -40.2% |
| All | -50.2% | -60.6% | +10.4% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling