+111.2%
FSLR vs ALHC
-59.7%
+170.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -11.0% | -5.9% |
| 7D | -2.6% | +3.8% | -6.4% | -3.0% |
| 30D | +1.8% | +1.7% | +0.1% | +1.5% |
| 3M | -24.4% | -44.3% | +20.0% | -21.7% |
| 6M | -17.7% | -57.2% | +39.5% | -14.1% |
| YTD | -30.7% | -61.2% | +30.4% | -27.5% |
| 1Y | -33.6% | -53.2% | +19.6% | -31.8% |
| 3Y | +35.1% | +27.8% | +7.3% | +16.9% |
| 5Y | +63.1% | -65.4% | +128.4% | +47.7% |
| All | +111.2% | -59.7% | +170.9% | +86.9% |
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