+429.1%
FLEX vs ALHC
-61.5%
+490.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +4.8% |
| 7D | -19.3% | +1.0% | -20.3% | -19.4% |
| 30D | -41.5% | -14.2% | -27.4% | -41.0% |
| 3M | -43.1% | -45.1% | +2.0% | -41.1% |
| 6M | -48.2% | -59.5% | +11.3% | -45.6% |
| YTD | +15.5% | -62.8% | +78.3% | +21.7% |
| 1Y | +10.2% | -55.5% | +65.7% | +14.3% |
| 3Y | +256.8% | +25.7% | +231.1% | +221.0% |
| 5Y | +408.2% | -66.8% | +475.0% | +396.2% |
| All | +429.1% | -61.5% | +490.6% | +381.7% |
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 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