+121.3%
NOK vs ALHC
-61.4%
+182.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.5% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | -14.1% | -10.6% | -3.6% | -13.9% |
| 3M | -23.6% | -45.3% | +21.7% | -22.3% |
| 6M | -45.1% | -59.7% | +14.6% | -43.8% |
| YTD | +24.7% | -62.7% | +87.5% | +28.0% |
| 1Y | +19.0% | -56.1% | +75.1% | +20.9% |
| 3Y | +147.0% | +21.3% | +125.8% | +127.5% |
| 5Y | +58.2% | -66.0% | +124.1% | +49.0% |
| All | +121.3% | -61.4% | +182.6% | +103.5% |
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