-63.2%
FLUT vs ALHC
-51.4%
-11.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.1% | -12.5% | -2.7% |
| 7D | +4.2% | -0.5% | +4.6% | +4.3% |
| 30D | +8.0% | -4.2% | +12.2% | +8.4% |
| 3M | -22.1% | -39.8% | +17.7% | -20.3% |
| 6M | -21.7% | -57.7% | +36.0% | -19.3% |
| YTD | -62.0% | -58.8% | -3.2% | -60.4% |
| 1Y | -63.2% | -52.4% | -10.8% | -62.3% |
| All | -63.2% | -51.4% | -11.7% | -62.3% |
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