+73.2%
FITB vs ALHC
-33.0%
+106.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -1.0% | -5.8% | +4.8% | -0.5% |
| 30D | -5.5% | -3.3% | -2.2% | -5.3% |
| 3M | +4.1% | -37.9% | +42.1% | +7.5% |
| 6M | +18.7% | -29.5% | +48.2% | +20.6% |
| YTD | +18.2% | -35.4% | +53.6% | +20.7% |
| 1Y | +23.7% | -22.4% | +46.1% | +24.5% |
| 3Y | +130.8% | +146.3% | -15.6% | +106.4% |
| 5Y | +69.8% | -32.0% | +101.8% | +58.9% |
| All | +73.2% | -33.0% | +106.2% | +57.4% |
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