-73.2%
FRSH vs ALHC
-24.7%
-48.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -8.2% | -0.6% | -7.6% | -8.1% |
| 30D | +10.5% | -1.0% | +11.5% | +10.5% |
| 3M | +32.7% | -10.2% | +42.9% | +32.1% |
| 6M | +50.3% | -28.3% | +78.6% | +53.1% |
| YTD | +3.9% | -31.4% | +35.4% | +6.5% |
| 1Y | -2.2% | -16.9% | +14.8% | -3.8% |
| 3Y | -42.9% | +135.5% | -178.4% | -61.0% |
| All | -73.2% | -24.7% | -48.6% | -79.7% |
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