+1,287.4%
FIX vs ALHC
-61.5%
+1,348.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.4% | +5.6% |
| 7D | -17.5% | +1.0% | -18.4% | -17.6% |
| 30D | -41.6% | -14.2% | -27.4% | -41.1% |
| 3M | -40.6% | -45.1% | +4.6% | -38.8% |
| 6M | -49.4% | -59.5% | +10.2% | -47.2% |
| YTD | +9.2% | -62.8% | +72.0% | +14.0% |
| 1Y | +6.5% | -55.5% | +61.9% | +9.8% |
| 3Y | +448.7% | +25.7% | +423.0% | +407.3% |
| 5Y | +948.7% | -66.8% | +1,015.5% | +931.4% |
| All | +1,287.4% | -61.5% | +1,348.9% | +1,194.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling