-75.3%
NKE vs ALHC
-66.2%
-9.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +7.6% | -10.6% | +18.2% | +8.4% |
| 3M | -6.9% | -45.3% | +38.4% | -2.9% |
| 6M | -8.5% | -59.7% | +51.2% | -3.2% |
| YTD | -38.8% | -62.7% | +23.9% | -35.1% |
| 1Y | -40.6% | -56.1% | +15.5% | -37.9% |
| 3Y | -60.9% | +21.3% | -82.2% | -66.1% |
| All | -75.3% | -66.2% | -9.1% | -74.6% |
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