+36.6%
FIVE vs ALHC
-33.5%
+70.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.0% |
| 6M | +14.4% | -28.3% | +42.6% | +16.6% |
| YTD | +33.9% | -31.4% | +65.3% | +37.0% |
| 1Y | +65.1% | -16.9% | +82.0% | +64.5% |
| 3Y | +49.0% | +135.5% | -86.5% | +13.7% |
| All | +36.6% | -33.5% | +70.1% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling