+16.6%
FIVE vs ALHC
-66.2%
+82.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +12.7% | -10.6% | +23.2% | +14.0% |
| 3M | +2.1% | -45.3% | +47.4% | +8.6% |
| 6M | +17.5% | -59.7% | +77.2% | +27.4% |
| YTD | +31.0% | -62.7% | +93.7% | +42.6% |
| 1Y | +67.7% | -56.1% | +123.9% | +78.7% |
| 3Y | +43.4% | +21.3% | +22.1% | +19.1% |
| All | +16.6% | -66.2% | +82.8% | +41.0% |
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 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