+144.3%
NEM vs ALHC
-31.6%
+175.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | +3.1% | -4.1% | +7.2% | +3.3% |
| 30D | +10.0% | -5.4% | +15.4% | +10.3% |
| 3M | +30.9% | -32.1% | +63.0% | +33.1% |
| 6M | +10.5% | -28.5% | +39.0% | +11.7% |
| YTD | +29.7% | -34.0% | +63.8% | +31.6% |
| 1Y | +71.1% | -20.9% | +92.1% | +71.9% |
| 3Y | +252.1% | +151.5% | +100.6% | +227.1% |
| 5Y | +157.7% | -28.8% | +186.6% | +151.6% |
| All | +144.3% | -31.6% | +175.9% | +135.8% |
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 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