+466.6%
FLEX vs ALHC
-63.9%
+530.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -3.0% |
| 7D | -13.6% | +3.8% | -17.4% | -13.9% |
| 30D | -36.5% | +1.7% | -38.2% | -36.6% |
| 3M | -36.4% | -44.3% | +7.9% | -34.2% |
| 6M | -46.5% | -57.2% | +10.7% | -44.0% |
| YTD | +25.9% | -61.2% | +87.1% | +32.4% |
| 1Y | +19.6% | -53.2% | +72.7% | +23.6% |
| 3Y | +287.0% | +27.8% | +259.2% | +245.0% |
| 5Y | +466.6% | -65.4% | +532.0% | +488.6% |
| All | +466.6% | -63.9% | +530.5% | +488.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling