+468.6%
FLEX vs ALHC
-61.4%
+529.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -3.9% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | -25.3% | -10.6% | -14.7% | -24.8% |
| 3M | -39.7% | -45.3% | +5.6% | -37.5% |
| 6M | -47.9% | -59.7% | +11.9% | -45.2% |
| YTD | +24.1% | -62.7% | +86.8% | +30.7% |
| 1Y | +26.0% | -56.1% | +82.1% | +30.8% |
| 3Y | +282.7% | +21.3% | +261.4% | +245.8% |
| 5Y | +424.2% | -66.0% | +490.2% | +411.1% |
| All | +468.6% | -61.4% | +529.9% | +417.4% |
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 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