+65.1%
FIVE vs ALHC
-16.6%
+81.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.3% | -0.6% | +4.8% | +4.3% |
| 30D | +12.5% | -1.0% | +13.5% | +12.6% |
| 3M | +31.2% | -10.2% | +41.4% | +29.2% |
| 6M | +14.4% | -28.3% | +42.6% | +16.1% |
| YTD | +33.9% | -31.4% | +65.3% | +35.0% |
| 1Y | +65.1% | -16.9% | +82.0% | +59.9% |
| All | +65.1% | -16.6% | +81.7% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling