+147.1%
FLR vs ALHC
-31.6%
+178.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.8% |
| 7D | -3.1% | -4.1% | +1.0% | -2.7% |
| 30D | +4.9% | -5.4% | +10.4% | +5.4% |
| 3M | +10.8% | -32.1% | +42.9% | +14.3% |
| 6M | +19.7% | -28.5% | +48.1% | +21.9% |
| YTD | +38.4% | -34.0% | +72.4% | +41.9% |
| 1Y | +34.7% | -20.9% | +55.6% | +35.4% |
| 3Y | +56.7% | +151.5% | -94.9% | +32.5% |
| 5Y | +241.6% | -28.8% | +270.5% | +222.0% |
| All | +147.1% | -31.6% | +178.7% | +116.6% |
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 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