-58.6%
NKE vs ALHC
+151.5%
-210.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -10.4% | -5.4% | -4.9% | -10.3% |
| 3M | -15.5% | -32.1% | +16.7% | -15.1% |
| 6M | -32.6% | -28.5% | -4.1% | -32.6% |
| YTD | -39.8% | -34.0% | -5.8% | -39.7% |
| 1Y | -47.6% | -20.9% | -26.6% | -47.5% |
| All | -58.6% | +151.5% | -210.2% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling