+98.5%
FLEX vs ALHC
-16.6%
+115.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -10.1% | -1.0% | -9.1% | -10.1% |
| 3M | -31.3% | -10.2% | -21.2% | -31.3% |
| 6M | +71.3% | -28.3% | +99.6% | +72.4% |
| YTD | +81.2% | -31.4% | +112.7% | +84.4% |
| 1Y | +98.5% | -16.9% | +115.4% | +97.6% |
| All | +98.5% | -16.6% | +115.1% | +97.6% |
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