+249.0%
NEM vs ALHC
+25.0%
+224.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.5% | -4.8% |
| 7D | -5.9% | -0.8% | -5.1% | -5.9% |
| 30D | -2.6% | -9.6% | +7.1% | -2.1% |
| 3M | -4.2% | -44.5% | +40.3% | -1.9% |
| 6M | -5.5% | -59.2% | +53.7% | -2.1% |
| YTD | +13.5% | -62.0% | +75.6% | +17.7% |
| 1Y | +22.2% | -54.8% | +77.0% | +25.9% |
| All | +249.0% | +25.0% | +224.0% | +246.2% |
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