+18.8%
FIVE vs ALHC
-62.5%
+81.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.7% |
| 7D | +6.2% | +3.9% | +2.3% | +5.7% |
| 30D | +18.2% | -3.6% | +21.8% | +18.5% |
| 3M | +3.8% | -49.4% | +53.3% | +11.4% |
| 6M | +13.7% | -59.5% | +73.2% | +23.2% |
| YTD | +34.7% | -63.2% | +97.9% | +46.9% |
| 1Y | +66.6% | -55.5% | +122.1% | +77.2% |
| 3Y | +44.3% | +23.0% | +21.3% | +19.6% |
| 5Y | +18.8% | -65.7% | +84.5% | +30.4% |
| All | +18.8% | -62.5% | +81.3% | +30.4% |
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 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