+261.1%
FN vs ALHC
-61.4%
+322.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.9% | -5.4% | -7.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -16.5% | -10.6% | -6.0% | -16.0% |
| 3M | -42.1% | -45.3% | +3.2% | -40.2% |
| 6M | -52.9% | -59.7% | +6.8% | -50.7% |
| YTD | -28.0% | -62.7% | +34.8% | -24.6% |
| 1Y | -18.5% | -56.1% | +37.6% | -15.8% |
| 3Y | +93.9% | +21.3% | +72.6% | +75.0% |
| 5Y | +170.5% | -66.0% | +236.5% | +157.1% |
| All | +261.1% | -61.4% | +322.5% | +229.5% |
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