-75.0%
FRSH vs ALHC
-29.0%
-46.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -11.2% | -5.8% | -5.4% | -10.4% |
| 30D | -0.8% | -3.3% | +2.5% | -0.5% |
| 3M | +26.4% | -37.9% | +64.3% | +34.3% |
| 6M | +48.4% | -29.5% | +77.9% | +51.2% |
| YTD | -3.1% | -35.4% | +32.3% | +0.2% |
| 1Y | -8.7% | -22.4% | +13.7% | -9.3% |
| 3Y | -45.8% | +146.3% | -192.1% | -63.8% |
| All | -75.0% | -29.0% | -46.0% | -80.9% |
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