+123.2%
FLR vs ALHC
-60.6%
+183.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | +10.1% | -0.8% | +10.9% | +10.1% |
| 30D | -0.5% | -9.6% | +9.2% | +0.4% |
| 3M | -4.8% | -44.5% | +39.7% | +0.1% |
| 6M | +10.7% | -59.2% | +69.9% | +18.6% |
| YTD | +25.0% | -62.0% | +87.0% | +34.3% |
| 1Y | +8.3% | -54.8% | +63.1% | +14.3% |
| 3Y | +36.8% | +25.0% | +11.8% | +24.6% |
| 5Y | +121.8% | -65.3% | +187.1% | +126.4% |
| All | +123.2% | -60.6% | +183.8% | +105.1% |
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