+127.3%
FLR vs ALHC
-59.7%
+187.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.3% |
| 7D | +5.1% | +3.8% | +1.3% | +4.6% |
| 30D | -0.5% | +1.7% | -2.1% | -0.8% |
| 3M | -3.5% | -44.3% | +40.9% | +1.5% |
| 6M | +16.5% | -57.2% | +73.7% | +24.1% |
| YTD | +27.3% | -61.2% | +88.4% | +36.5% |
| 1Y | +10.6% | -53.2% | +63.8% | +16.3% |
| 3Y | +39.4% | +27.8% | +11.5% | +26.7% |
| 5Y | +126.4% | -65.4% | +191.8% | +131.5% |
| All | +127.3% | -59.7% | +187.0% | +108.4% |
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