+3.0%
NOW vs ALHC
-61.5%
+64.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | -26.0% | -14.2% | -11.9% | -25.3% |
| 3M | -13.1% | -45.1% | +32.0% | -9.5% |
| 6M | +14.5% | -59.5% | +74.0% | +20.9% |
| YTD | -33.4% | -62.8% | +29.4% | -29.5% |
| 1Y | -40.6% | -55.5% | +14.9% | -38.6% |
| 3Y | -16.3% | +25.7% | -42.0% | -30.2% |
| 5Y | -26.3% | -66.8% | +40.5% | -29.2% |
| All | +3.0% | -61.5% | +64.5% | -4.1% |
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