-73.4%
FRSH vs ALHC
-59.0%
-14.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +4.6% | +0.3% | +4.4% | +4.5% |
| 30D | -7.5% | -10.6% | +3.1% | -6.3% |
| 3M | -0.1% | -45.3% | +45.2% | +7.5% |
| 6M | +54.5% | -59.7% | +114.2% | +70.2% |
| YTD | +3.4% | -62.7% | +66.2% | +14.2% |
| 1Y | +6.4% | -56.1% | +62.5% | +13.5% |
| 3Y | -26.3% | +21.3% | -47.5% | -43.9% |
| 5Y | -66.4% | -66.0% | -0.4% | -72.6% |
| All | -73.4% | -59.0% | -14.3% | -78.3% |
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 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