+10.2%
FLEX vs ALHC
-56.7%
+66.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +4.6% |
| 7D | -19.3% | +1.0% | -20.3% | -19.2% |
| 30D | -41.5% | -14.2% | -27.4% | -41.4% |
| 3M | -43.1% | -45.1% | +2.0% | -42.7% |
| 6M | -48.2% | -59.5% | +11.3% | -46.9% |
| YTD | +15.5% | -62.8% | +78.3% | +18.8% |
| 1Y | +10.2% | -55.5% | +65.7% | +5.6% |
| All | +10.2% | -56.7% | +66.9% | +5.6% |
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