+29.5%
FTV vs ALHC
-61.4%
+90.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | +18.7% | -10.6% | +29.2% | +19.3% |
| 3M | +10.0% | -45.3% | +55.3% | +13.1% |
| 6M | +14.6% | -59.7% | +74.3% | +18.9% |
| YTD | +23.4% | -62.7% | +86.2% | +28.2% |
| 1Y | +31.3% | -56.1% | +87.4% | +35.0% |
| 3Y | +39.8% | +21.3% | +18.5% | +30.5% |
| 5Y | +17.7% | -66.0% | +83.7% | +14.6% |
| All | +29.5% | -61.4% | +90.8% | +27.8% |
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