+96.4%
NI vs ALHC
-30.5%
+126.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.3% |
| 30D | -1.7% | -6.3% | +4.7% | -1.4% |
| 3M | -8.0% | -12.3% | +4.3% | -7.9% |
| 6M | -8.6% | -27.0% | +18.4% | -8.1% |
| YTD | +2.3% | -31.8% | +34.2% | +3.1% |
| 1Y | +6.9% | -17.0% | +24.0% | +6.9% |
| 3Y | +70.6% | +159.8% | -89.3% | +60.3% |
| 5Y | +96.4% | -25.1% | +121.5% | +91.2% |
| All | +96.4% | -30.5% | +126.9% | +91.2% |
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 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