+26.0%
FLEX vs ALHC
-55.7%
+81.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -4.0% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | -25.3% | -10.6% | -14.7% | -25.1% |
| 3M | -39.7% | -45.3% | +5.6% | -39.2% |
| 6M | -47.9% | -59.7% | +11.9% | -46.4% |
| YTD | +24.1% | -62.7% | +86.8% | +28.0% |
| 1Y | +26.0% | -56.1% | +82.1% | +26.4% |
| All | +26.0% | -55.7% | +81.6% | +26.4% |
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 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