+59.9%
FIVE vs ALHC
-56.7%
+116.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | +17.7% | -14.2% | +31.8% | +18.7% |
| 3M | +4.0% | -45.1% | +49.1% | +8.7% |
| 6M | +2.6% | -59.5% | +62.2% | +8.4% |
| YTD | +27.6% | -62.8% | +90.4% | +34.6% |
| 1Y | +59.9% | -55.5% | +115.4% | +57.7% |
| All | +59.9% | -56.7% | +116.6% | +57.7% |
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