+251.8%
NRG vs ALHC
-33.8%
+285.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -4.7% | -6.9% | +2.2% | -4.4% |
| 30D | -6.0% | -6.7% | +0.8% | -5.7% |
| 3M | -8.0% | -37.7% | +29.7% | -6.4% |
| 6M | -23.2% | -30.0% | +6.8% | -22.4% |
| YTD | -28.1% | -36.2% | +8.1% | -27.2% |
| 1Y | -27.3% | -22.9% | -4.4% | -26.9% |
| 3Y | +208.7% | +138.4% | +70.3% | +189.3% |
| 5Y | +197.7% | -32.8% | +230.4% | +187.8% |
| All | +251.8% | -33.8% | +285.6% | +226.1% |
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