+28.0%
NU vs ALHC
-50.3%
+78.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.1% |
| 7D | +9.9% | +0.3% | +9.6% | +9.7% |
| 30D | -11.5% | -10.6% | -0.9% | -9.6% |
| 3M | -5.1% | -45.3% | +40.2% | +6.3% |
| 6M | +3.1% | -59.7% | +62.8% | +20.4% |
| YTD | -21.0% | -62.7% | +41.7% | -7.3% |
| 1Y | -15.2% | -56.1% | +40.9% | -4.4% |
| 3Y | +56.4% | +21.3% | +35.2% | +22.0% |
| All | +28.0% | -50.3% | +78.2% | +14.4% |
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