+260.2%
FN vs ALHC
-61.5%
+321.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +11.8% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -34.3% | -14.2% | -20.2% | -33.8% |
| 3M | -39.9% | -45.1% | +5.3% | -37.8% |
| 6M | -51.8% | -59.5% | +7.7% | -49.7% |
| YTD | -28.1% | -62.8% | +34.7% | -24.7% |
| 1Y | -29.1% | -55.5% | +26.4% | -26.8% |
| 3Y | +102.4% | +25.7% | +76.8% | +82.1% |
| 5Y | +171.7% | -66.8% | +238.4% | +158.5% |
| All | +260.2% | -61.5% | +321.7% | +228.8% |
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