-47.3%
FND vs ALHC
-59.7%
+12.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -4.3% |
| 7D | +6.8% | +3.8% | +3.0% | +6.3% |
| 30D | +13.1% | +1.7% | +11.4% | +12.6% |
| 3M | -13.1% | -44.3% | +31.3% | -6.8% |
| 6M | -0.6% | -57.2% | +56.7% | +8.7% |
| YTD | -15.5% | -61.2% | +45.6% | -7.4% |
| 1Y | -13.7% | -53.2% | +39.5% | -8.0% |
| 3Y | -35.0% | +27.8% | -62.8% | -46.2% |
| 5Y | -60.1% | -65.4% | +5.3% | -63.8% |
| All | -47.3% | -59.7% | +12.4% | -52.9% |
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