+888.1%
FTI vs ALHC
-31.6%
+919.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.4% |
| 7D | -2.3% | -4.1% | +1.8% | -2.2% |
| 30D | +5.0% | -5.4% | +10.5% | +5.1% |
| 3M | +13.8% | -32.1% | +46.0% | +14.6% |
| 6M | +22.9% | -28.5% | +51.4% | +23.2% |
| YTD | +75.0% | -34.0% | +109.0% | +75.7% |
| 1Y | +96.9% | -20.9% | +117.8% | +96.7% |
| 3Y | +276.7% | +151.5% | +125.2% | +253.1% |
| 5Y | +1,157.0% | -28.8% | +1,185.9% | +1,151.9% |
| All | +888.1% | -31.6% | +919.7% | +854.6% |
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