+175.0%
NOK vs ALHC
-28.9%
+203.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +4.7% | -1.0% | +5.7% | +4.7% |
| 3M | -39.7% | -10.2% | -29.5% | -39.7% |
| 6M | +23.1% | -28.3% | +51.4% | +24.1% |
| YTD | +55.0% | -31.4% | +86.5% | +56.5% |
| 1Y | +118.0% | -16.9% | +135.0% | +117.5% |
| 3Y | +170.5% | +135.5% | +35.0% | +142.8% |
| 5Y | +84.9% | -33.6% | +118.5% | +71.5% |
| All | +175.0% | -28.9% | +203.9% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling