+7.7%
FTV vs ALHC
-29.3%
+37.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -8.3% | -6.3% | -2.0% | -8.0% |
| 3M | -7.4% | -12.3% | +4.9% | -7.4% |
| 6M | -1.2% | -27.0% | +25.8% | -0.4% |
| YTD | +2.7% | -31.8% | +34.5% | +3.8% |
| 1Y | +18.4% | -17.0% | +35.5% | +18.2% |
| 3Y | -2.0% | +159.8% | -161.9% | -12.5% |
| 5Y | +3.4% | -25.1% | +28.6% | -2.4% |
| All | +7.7% | -29.3% | +37.1% | +3.4% |
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