-56.3%
FLUT vs ALHC
-28.9%
-27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.6% |
| 30D | +7.7% | -1.0% | +8.8% | +7.8% |
| 3M | -0.7% | -10.2% | +9.4% | -1.0% |
| 6M | -11.2% | -28.3% | +17.1% | -10.3% |
| YTD | -53.4% | -31.4% | -22.0% | -52.9% |
| 1Y | -65.8% | -16.9% | -48.8% | -65.8% |
| 3Y | -44.9% | +135.5% | -180.4% | -50.3% |
| 5Y | -49.7% | -33.6% | -16.1% | -53.2% |
| All | -56.3% | -28.9% | -27.4% | -60.5% |
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 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