+23.6%
FIVE vs ALHC
-60.6%
+84.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +15.8% | -9.6% | +25.5% | +16.9% |
| 3M | +3.8% | -44.5% | +48.3% | +9.6% |
| 6M | +18.5% | -59.2% | +77.7% | +27.5% |
| YTD | +31.2% | -62.0% | +93.2% | +41.5% |
| 1Y | +61.8% | -54.8% | +116.6% | +71.0% |
| 3Y | +39.9% | +25.0% | +14.9% | +19.5% |
| 5Y | +18.3% | -65.3% | +83.6% | +8.4% |
| All | +23.6% | -60.6% | +84.2% | +9.0% |
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 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