+118.0%
NOK vs ALHC
-16.6%
+134.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +4.7% | -1.0% | +5.7% | +4.7% |
| 3M | -39.7% | -10.2% | -29.5% | -38.6% |
| 6M | +23.1% | -28.3% | +51.4% | +25.7% |
| YTD | +55.0% | -31.4% | +86.5% | +57.4% |
| 1Y | +118.0% | -16.9% | +135.0% | +119.1% |
| All | +118.0% | -16.6% | +134.7% | +119.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling