+348.6%
FN vs ALHC
-28.9%
+377.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -22.0% | -1.0% | -21.0% | -21.9% |
| 3M | -43.0% | -10.2% | -32.9% | -43.1% |
| 6M | -27.7% | -28.3% | +0.5% | -27.0% |
| YTD | -10.5% | -31.4% | +20.9% | -9.4% |
| 1Y | +12.5% | -16.9% | +29.4% | +12.1% |
| 3Y | +153.8% | +135.5% | +18.3% | +119.3% |
| 5Y | +288.0% | -33.6% | +321.6% | +256.3% |
| All | +348.6% | -28.9% | +377.5% | +295.8% |
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 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