+26.1%
FIVE vs ALHC
-28.9%
+55.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| YTD | +33.9% | -31.4% | +65.3% | +36.7% |
| 1Y | +65.1% | -16.9% | +82.0% | +64.7% |
| 3Y | +49.0% | +135.5% | -86.5% | +18.4% |
| 5Y | +30.3% | -33.6% | +63.9% | +11.8% |
| All | +26.1% | -28.9% | +55.0% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling