-92.3%
NIO vs ALHC
-65.3%
-27.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -1.8% | -5.5% | +3.7% | -0.8% |
| 30D | -6.6% | -4.9% | -1.7% | -5.9% |
| 3M | -29.9% | -41.7% | +11.9% | -22.7% |
| 6M | -46.6% | -55.2% | +8.6% | -39.9% |
| YTD | -36.5% | -61.1% | +24.6% | -26.8% |
| 1Y | -51.1% | -53.3% | +2.2% | -46.6% |
| 3Y | -55.2% | +28.2% | -83.4% | -69.5% |
| 5Y | -92.3% | -65.8% | -26.5% | -94.6% |
| All | -92.3% | -65.3% | -27.1% | -94.6% |
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