+948.1%
FIX vs ALHC
-64.2%
+1,012.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.4% | +5.6% |
| 7D | -17.5% | +1.0% | -18.4% | -17.5% |
| 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% | -47.3% |
| YTD | +9.2% | -62.8% | +72.0% | +13.9% |
| 1Y | +6.5% | -55.5% | +61.9% | +9.7% |
| 3Y | +448.7% | +25.7% | +423.0% | +406.6% |
| All | +948.1% | -64.2% | +1,012.3% | +932.7% |
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