+3.8%
NOW vs ALHC
-59.6%
+63.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -5.6% | -5.5% | 0.0% | -5.1% |
| 30D | -26.8% | -4.9% | -21.8% | -26.5% |
| 3M | -19.4% | -41.7% | +22.3% | -16.5% |
| 6M | +12.3% | -55.2% | +67.5% | +17.4% |
| YTD | -32.9% | -61.1% | +28.1% | -29.3% |
| 1Y | -40.3% | -53.3% | +13.0% | -38.5% |
| 3Y | -19.1% | +28.2% | -47.2% | -32.3% |
| 5Y | -24.4% | -65.8% | +41.4% | -27.5% |
| All | +3.8% | -59.6% | +63.4% | -3.8% |
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 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