+13.8%
FLR vs ALHC
-55.7%
+69.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +2.8% | -10.6% | +13.4% | +3.7% |
| 3M | -6.4% | -45.3% | +38.9% | -1.7% |
| 6M | +8.8% | -59.7% | +68.5% | +16.5% |
| YTD | +23.6% | -62.7% | +86.3% | +28.8% |
| 1Y | +13.8% | -56.1% | +69.9% | +10.7% |
| All | +13.8% | -55.7% | +69.5% | +10.7% |
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