+741.4%
FTI vs ALHC
-61.4%
+802.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +3.9% | +2.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | -4.7% | -10.6% | +5.9% | -4.5% |
| 3M | -13.5% | -45.3% | +31.8% | -12.6% |
| 6M | -8.7% | -59.7% | +51.0% | -7.5% |
| YTD | +49.0% | -62.7% | +111.7% | +51.2% |
| 1Y | +54.0% | -56.1% | +110.1% | +55.5% |
| 3Y | +211.6% | +21.3% | +190.4% | +199.2% |
| 5Y | +881.9% | -66.0% | +947.8% | +892.7% |
| All | +741.4% | -61.4% | +802.8% | +721.1% |
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