-68.5%
NKE vs ALHC
-29.3%
-39.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -7.7% | -6.3% | -1.3% | -7.2% |
| 3M | -10.9% | -12.3% | +1.4% | -10.9% |
| 6M | -31.9% | -27.0% | -4.8% | -31.1% |
| YTD | -38.6% | -31.8% | -6.8% | -37.7% |
| 1Y | -46.9% | -17.0% | -29.9% | -47.0% |
| 3Y | -58.2% | +159.8% | -218.0% | -65.6% |
| 5Y | -74.0% | -25.1% | -48.9% | -76.4% |
| All | -68.5% | -29.3% | -39.1% | -73.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling