-61.9%
FND vs ALHC
-62.2%
+0.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +7.7% | +1.0% | +6.7% | +7.5% |
| 30D | +11.9% | -14.2% | +26.0% | +14.1% |
| 3M | -14.6% | -45.1% | +30.6% | -7.7% |
| 6M | +0.5% | -59.5% | +60.0% | +11.5% |
| YTD | -15.8% | -62.8% | +47.0% | -6.5% |
| 1Y | -12.9% | -55.5% | +42.6% | -6.2% |
| 3Y | -34.2% | +25.7% | -59.8% | -47.2% |
| All | -61.9% | -62.2% | +0.3% | -64.3% |
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