+131.4%
NOK vs ALHC
-59.6%
+191.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.2% | -5.5% | +7.7% | +2.4% |
| 30D | -14.7% | -4.9% | -9.8% | -14.6% |
| 3M | -10.6% | -41.7% | +31.1% | -9.3% |
| 6M | -39.4% | -55.2% | +15.8% | -38.1% |
| YTD | +30.4% | -61.1% | +91.5% | +33.7% |
| 1Y | +22.3% | -53.3% | +75.7% | +24.0% |
| 3Y | +157.6% | +28.2% | +129.4% | +136.7% |
| 5Y | +64.6% | -65.8% | +130.3% | +54.7% |
| All | +131.4% | -59.6% | +191.1% | +112.5% |
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