-73.4%
FRSH vs ALHC
-58.3%
-15.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -8.8% | -9.6% | +0.8% | -7.8% |
| 3M | +8.8% | -44.5% | +53.3% | +16.8% |
| 6M | +49.1% | -59.2% | +108.3% | +64.0% |
| YTD | +3.4% | -62.0% | +65.5% | +13.9% |
| 1Y | +8.8% | -54.8% | +63.7% | +15.6% |
| 3Y | -27.4% | +25.0% | -52.4% | -45.1% |
| 5Y | -66.4% | -65.3% | -1.1% | -72.7% |
| All | -73.4% | -58.3% | -15.1% | -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 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