+101.3%
NOK vs ALHC
-30.5%
+131.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | +7.3% | -1.0% | +8.2% | +7.3% |
| 30D | +13.8% | -6.3% | +20.1% | +14.1% |
| 3M | -27.0% | -12.3% | -14.7% | -26.9% |
| 6M | +37.6% | -27.0% | +64.6% | +38.7% |
| YTD | +64.6% | -31.8% | +96.5% | +66.3% |
| 1Y | +132.0% | -17.0% | +149.0% | +131.3% |
| 3Y | +183.7% | +159.8% | +23.8% | +148.3% |
| 5Y | +101.3% | -25.1% | +126.4% | +83.2% |
| All | +101.3% | -30.5% | +131.8% | +83.2% |
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