+85.4%
FOXA vs ALHC
-28.9%
+114.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | +12.0% | -1.0% | +13.0% | +12.0% |
| 3M | +0.3% | -10.2% | +10.4% | +0.4% |
| 6M | +12.5% | -28.3% | +40.8% | +13.6% |
| YTD | -9.6% | -31.4% | +21.8% | -8.5% |
| 1Y | +8.6% | -16.9% | +25.5% | +8.7% |
| 3Y | +118.5% | +135.5% | -16.9% | +99.3% |
| 5Y | +88.8% | -33.6% | +122.4% | +76.0% |
| All | +85.4% | -28.9% | +114.3% | +75.4% |
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