+1,040.6%
NBIS vs ALHC
+17.3%
+1,023.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -5.2% |
| 7D | +8.3% | -5.8% | +14.1% | +8.1% |
| 30D | +18.1% | -3.3% | +21.4% | +17.9% |
| 3M | +7.8% | -37.9% | +45.7% | +4.9% |
| 6M | +136.6% | -29.5% | +166.1% | +131.3% |
| YTD | +172.5% | -35.4% | +207.9% | +167.5% |
| 1Y | +144.3% | -22.4% | +166.7% | +140.5% |
| All | +1,040.6% | +17.3% | +1,023.3% | +867.4% |
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