+222.6%
FN vs ALHC
-60.3%
+282.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.1% | -7.1% | -13.8% |
| 7D | -16.0% | -6.2% | -9.8% | -15.6% |
| 30D | -40.1% | -9.7% | -30.4% | -39.8% |
| 3M | -43.9% | -44.7% | +0.8% | -42.0% |
| 6M | -55.6% | -58.7% | +3.1% | -53.7% |
| YTD | -35.7% | -61.7% | +26.1% | -32.7% |
| 1Y | -39.8% | -55.7% | +15.9% | -37.8% |
| 3Y | +80.3% | +25.6% | +54.7% | +62.4% |
| 5Y | +143.3% | -65.8% | +209.1% | +131.2% |
| All | +222.6% | -60.3% | +282.9% | +193.9% |
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