-51.3%
FND vs ALHC
-31.6%
-19.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -0.8% | -4.1% | +3.3% | -0.2% |
| 30D | -19.6% | -5.4% | -14.1% | -19.0% |
| 3M | -4.3% | -32.1% | +27.8% | -0.3% |
| 6M | -20.4% | -28.5% | +8.0% | -18.6% |
| YTD | -21.9% | -34.0% | +12.2% | -19.6% |
| 1Y | -45.2% | -20.9% | -24.3% | -45.1% |
| 3Y | -49.2% | +151.5% | -200.8% | -62.0% |
| 5Y | -61.8% | -28.8% | -33.0% | -67.9% |
| All | -51.3% | -31.6% | -19.7% | -59.0% |
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