+195.0%
NOK vs ALHC
-31.6%
+226.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | +9.3% | -4.1% | +13.5% | +9.5% |
| 30D | +17.9% | -5.4% | +23.3% | +18.1% |
| 3M | -22.3% | -32.1% | +9.8% | -21.3% |
| 6M | +36.4% | -28.5% | +64.9% | +37.4% |
| YTD | +66.3% | -34.0% | +100.3% | +68.1% |
| 1Y | +134.4% | -20.9% | +155.4% | +134.3% |
| 3Y | +186.6% | +151.5% | +35.0% | +155.2% |
| 5Y | +102.7% | -28.8% | +131.5% | +88.4% |
| All | +195.0% | -31.6% | +226.6% | +167.3% |
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