+153.1%
FLR vs ALHC
-28.9%
+182.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +11.4% | -1.0% | +12.4% | +11.5% |
| 3M | +11.4% | -10.2% | +21.6% | +11.3% |
| 6M | +16.6% | -28.3% | +44.9% | +18.8% |
| YTD | +41.7% | -31.4% | +73.2% | +44.8% |
| 1Y | +35.4% | -16.9% | +52.4% | +35.4% |
| 3Y | +57.3% | +135.5% | -78.2% | +34.4% |
| 5Y | +241.0% | -33.6% | +274.6% | +225.1% |
| All | +153.1% | -28.9% | +182.0% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling