+195.1%
FN vs ALHC
-63.9%
+259.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.5% | -10.3% | -5.1% |
| 7D | -4.1% | +3.8% | -7.9% | -4.3% |
| 30D | -28.3% | +1.7% | -30.0% | -28.4% |
| 3M | -33.9% | -44.3% | +10.5% | -31.7% |
| 6M | -43.9% | -57.2% | +13.3% | -41.6% |
| YTD | -23.4% | -61.2% | +37.7% | -20.0% |
| 1Y | -25.4% | -53.2% | +27.8% | -23.3% |
| 3Y | +107.9% | +27.8% | +80.1% | +84.8% |
| 5Y | +195.1% | -65.4% | +260.5% | +178.3% |
| All | +195.1% | -63.9% | +259.0% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling