+100.8%
FLR vs ALHC
-64.2%
+165.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.6% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -9.1% | -14.2% | +5.0% | -8.1% |
| 3M | -4.7% | -45.1% | +40.5% | 0.0% |
| 6M | -14.2% | -59.5% | +45.3% | -8.6% |
| YTD | +17.3% | -62.8% | +80.1% | +25.5% |
| 1Y | +4.3% | -55.5% | +59.8% | +9.7% |
| 3Y | +30.7% | +25.7% | +5.1% | +20.6% |
| All | +100.8% | -64.2% | +165.0% | +98.7% |
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 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