+136.6%
NEM vs ALHC
-63.9%
+200.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.5% | -9.7% | -4.4% |
| 7D | +11.6% | +3.8% | +7.8% | +11.4% |
| 30D | +1.8% | +1.7% | +0.1% | +1.7% |
| 3M | +2.5% | -44.3% | +46.9% | +5.1% |
| 6M | +3.4% | -57.2% | +60.6% | +6.9% |
| YTD | +20.9% | -61.2% | +82.1% | +25.3% |
| 1Y | +37.2% | -53.2% | +90.4% | +41.0% |
| 3Y | +271.6% | +27.8% | +243.8% | +258.4% |
| 5Y | +136.6% | -65.4% | +202.0% | +131.9% |
| All | +136.6% | -63.9% | +200.5% | +131.9% |
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