+202.7%
NRG vs ALHC
-30.4%
+233.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.4% |
| 7D | +3.9% | -4.1% | +8.0% | +4.1% |
| 30D | -3.0% | -5.4% | +2.5% | -2.7% |
| 3M | -10.9% | -32.1% | +21.2% | -9.6% |
| 6M | -25.3% | -28.5% | +3.2% | -24.6% |
| YTD | -26.8% | -34.0% | +7.2% | -26.0% |
| 1Y | -23.3% | -20.9% | -2.4% | -22.9% |
| 3Y | +208.6% | +151.5% | +57.1% | +185.0% |
| All | +202.7% | -30.4% | +233.1% | +189.1% |
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 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