+107.1%
NI vs ALHC
-62.2%
+169.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.5% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +9.6% | -14.2% | +23.8% | +10.2% |
| 3M | +2.5% | -45.1% | +47.6% | +4.5% |
| 6M | -5.8% | -59.5% | +53.7% | -3.3% |
| YTD | +8.6% | -62.8% | +71.4% | +11.6% |
| 1Y | +6.0% | -55.5% | +61.5% | +8.2% |
| 3Y | +91.0% | +25.7% | +65.3% | +84.5% |
| All | +107.1% | -62.2% | +169.2% | +110.0% |
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