+420.4%
FIX vs ALHC
+25.6%
+394.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.1% | -4.5% | -11.4% |
| 7D | -27.2% | -6.2% | -21.0% | -27.1% |
| 30D | -46.9% | -9.7% | -37.2% | -46.8% |
| 3M | -44.4% | -44.7% | +0.3% | -43.5% |
| 6M | -50.9% | -58.7% | +7.8% | -49.8% |
| YTD | +3.5% | -61.7% | +65.3% | +5.9% |
| 1Y | -2.1% | -55.7% | +53.6% | -0.4% |
| All | +420.4% | +25.6% | +394.8% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling