+36.3%
FIVE vs ALHC
+25.6%
+10.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.9% | -4.0% |
| 7D | -1.7% | -6.2% | +4.5% | -1.5% |
| 30D | +14.9% | -9.7% | +24.6% | +15.2% |
| 3M | +7.6% | -44.7% | +52.4% | +9.9% |
| 6M | +6.4% | -58.7% | +65.1% | +9.0% |
| YTD | +28.1% | -61.7% | +89.8% | +31.5% |
| 1Y | +54.7% | -55.7% | +110.4% | +58.2% |
| All | +36.3% | +25.6% | +10.7% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling