+34.0%
FTV vs ALHC
+21.9%
+12.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.2% | +1.0% | -0.7% | +0.2% |
| 30D | +15.7% | -14.2% | +29.8% | +16.0% |
| 3M | +7.5% | -45.1% | +52.7% | +8.7% |
| 6M | +8.5% | -59.5% | +68.0% | +10.0% |
| YTD | +18.8% | -62.8% | +81.6% | +20.5% |
| 1Y | +28.5% | -55.5% | +84.0% | +29.8% |
| 3Y | +34.0% | +25.7% | +8.3% | +32.8% |
| All | +34.0% | +21.9% | +12.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling