+81.0%
FOXA vs ALHC
-31.6%
+112.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -5.4% | -4.1% | -1.3% | -5.2% |
| 30D | +1.1% | -5.4% | +6.6% | +1.4% |
| 3M | -6.1% | -32.1% | +26.0% | -4.5% |
| 6M | +8.2% | -28.5% | +36.7% | +9.4% |
| YTD | -11.8% | -34.0% | +22.2% | -10.5% |
| 1Y | +9.9% | -20.9% | +30.9% | +10.3% |
| 3Y | +110.7% | +151.5% | -40.8% | +91.2% |
| 5Y | +86.9% | -28.8% | +115.8% | +75.5% |
| All | +81.0% | -31.6% | +112.6% | +71.6% |
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