-54.4%
FPS vs ALHC
-60.0%
+5.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.9% | +6.5% |
| 7D | -24.5% | +1.0% | -25.5% | -24.1% |
| 30D | -52.1% | -14.2% | -37.9% | -53.0% |
| 3M | -48.4% | -45.1% | -3.2% | -52.6% |
| 6M | -54.4% | -59.5% | +5.2% | -57.4% |
| All | -54.4% | -60.0% | +5.6% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling