+543.2%
NBIS vs ALHC
-31.1%
+574.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -2.5% | -14.4% | -16.9% |
| 7D | +6.9% | -0.8% | +7.7% | +6.9% |
| 30D | -37.8% | -9.6% | -28.2% | -37.9% |
| 3M | -50.4% | -44.5% | -5.8% | -50.9% |
| 6M | -28.2% | -59.2% | +31.0% | -29.3% |
| YTD | +53.7% | -62.0% | +115.7% | +49.5% |
| 1Y | +36.3% | -54.8% | +91.1% | +32.9% |
| All | +543.2% | -31.1% | +574.3% | +440.7% |
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