+2,095.8%
FIX vs ALHC
-28.9%
+2,124.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | -7.2% | -1.0% | -6.2% | -7.2% |
| 3M | -15.9% | -10.2% | -5.7% | -15.9% |
| 6M | +12.7% | -28.3% | +41.0% | +13.9% |
| YTD | +72.8% | -31.4% | +104.2% | +74.9% |
| 1Y | +122.9% | -16.9% | +139.8% | +122.8% |
| 3Y | +774.3% | +135.5% | +638.8% | +677.9% |
| 5Y | +2,049.5% | -33.6% | +2,083.1% | +1,932.3% |
| All | +2,095.8% | -28.9% | +2,124.7% | +1,886.4% |
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