+14.9%
FIVE vs ALHC
-62.4%
+77.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.9% | -3.5% |
| 7D | -1.7% | -6.2% | +4.5% | -1.1% |
| 30D | +14.9% | -9.7% | +24.6% | +15.9% |
| 3M | +7.6% | -44.7% | +52.4% | +14.3% |
| 6M | +6.4% | -58.7% | +65.1% | +15.0% |
| YTD | +28.1% | -61.7% | +89.8% | +38.9% |
| 1Y | +54.7% | -55.7% | +110.4% | +64.6% |
| 3Y | +36.1% | +25.6% | +10.5% | +13.1% |
| 5Y | +14.9% | -65.8% | +80.7% | +15.9% |
| All | +14.9% | -62.4% | +77.3% | +15.9% |
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