+27.9%
FTV vs ALHC
-61.8%
+89.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +0.4% | +3.9% | -3.5% | +0.2% |
| 30D | +17.2% | -3.6% | +20.8% | +17.3% |
| 3M | +8.9% | -49.4% | +58.3% | +12.4% |
| 6M | +11.3% | -59.5% | +70.7% | +15.4% |
| YTD | +21.9% | -63.2% | +85.1% | +26.7% |
| 1Y | +31.6% | -55.5% | +87.0% | +35.2% |
| 3Y | +38.1% | +23.0% | +15.1% | +28.7% |
| 5Y | +15.7% | -65.7% | +81.4% | +12.7% |
| All | +27.9% | -61.8% | +89.7% | +26.3% |
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