-64.2%
FLUT vs ALHC
-61.8%
-2.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -6.5% | +3.9% | -10.3% | -6.8% |
| 30D | +2.8% | -3.6% | +6.4% | +2.8% |
| 3M | -13.5% | -49.4% | +36.0% | -10.2% |
| 6M | -19.0% | -59.5% | +40.5% | -15.5% |
| YTD | -61.9% | -63.2% | +1.3% | -60.1% |
| 1Y | -63.2% | -55.5% | -7.8% | -62.0% |
| 3Y | -46.0% | +23.0% | -69.0% | -49.4% |
| 5Y | -51.8% | -65.7% | +14.0% | -53.5% |
| All | -64.2% | -61.8% | -2.4% | -66.5% |
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