+13.5%
FTV vs ALHC
-64.2%
+77.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +0.2% | +1.0% | -0.7% | +0.1% |
| 30D | +15.7% | -14.2% | +29.8% | +16.5% |
| 3M | +7.5% | -45.1% | +52.7% | +10.6% |
| 6M | +8.5% | -59.5% | +68.0% | +12.7% |
| YTD | +18.8% | -62.8% | +81.6% | +23.7% |
| 1Y | +28.5% | -55.5% | +84.0% | +32.2% |
| 3Y | +34.0% | +25.7% | +8.3% | +23.4% |
| All | +13.5% | -64.2% | +77.7% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling