+45.4%
NU vs ALHC
-13.8%
+59.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -4.2% | -5.8% | +1.6% | -3.0% |
| 30D | +10.0% | -3.3% | +13.4% | +10.9% |
| 3M | +29.3% | -37.9% | +67.2% | +41.6% |
| 6M | +0.9% | -29.5% | +30.4% | +5.3% |
| YTD | -10.3% | -35.4% | +25.1% | -4.8% |
| 1Y | -3.2% | -22.4% | +19.3% | -2.0% |
| 3Y | +120.6% | +146.3% | -25.8% | +43.2% |
| All | +45.4% | -13.8% | +59.2% | +17.3% |
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