+129.3%
NI vs ALHC
-59.7%
+189.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | +1.5% | +3.8% | -2.3% | +1.3% |
| 30D | +11.9% | +1.7% | +10.2% | +11.7% |
| 3M | +9.1% | -44.3% | +53.5% | +11.1% |
| 6M | -1.8% | -57.2% | +55.5% | +0.5% |
| YTD | +11.4% | -61.2% | +72.5% | +14.1% |
| 1Y | +6.4% | -53.2% | +59.5% | +8.2% |
| 3Y | +98.2% | +27.8% | +70.4% | +92.3% |
| 5Y | +110.1% | -65.4% | +175.4% | +107.8% |
| All | +129.3% | -59.7% | +189.1% | +127.7% |
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 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