+14.4%
FIX vs ALHC
-51.4%
+65.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +10.1% | -25.2% | -15.2% |
| 7D | -18.9% | -0.5% | -18.4% | -18.8% |
| 30D | -36.3% | -4.2% | -32.1% | -36.1% |
| 3M | -38.5% | -39.8% | +1.3% | -37.4% |
| 6M | -42.3% | -57.7% | +15.5% | -39.9% |
| YTD | +17.1% | -58.8% | +75.9% | +18.2% |
| 1Y | +14.4% | -52.4% | +66.8% | +8.0% |
| All | +14.4% | -51.4% | +65.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling