-69.7%
NKE vs ALHC
-33.0%
-36.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.5% | -5.8% | +0.2% | -5.1% |
| 30D | -10.4% | -3.3% | -7.1% | -10.2% |
| 3M | -15.8% | -37.9% | +22.1% | -13.2% |
| 6M | -33.4% | -29.5% | -3.9% | -32.5% |
| YTD | -41.0% | -35.4% | -5.6% | -39.8% |
| 1Y | -49.1% | -22.4% | -26.6% | -48.9% |
| 3Y | -59.8% | +146.3% | -206.1% | -66.8% |
| 5Y | -75.5% | -32.0% | -43.5% | -77.6% |
| All | -69.7% | -33.0% | -36.7% | -74.1% |
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 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