+48.4%
NU vs ALHC
-9.1%
+57.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | +10.8% | -6.3% | +17.1% | +12.3% |
| 3M | +32.2% | -12.3% | +44.5% | +33.0% |
| 6M | +5.1% | -27.0% | +32.2% | +8.9% |
| YTD | -8.4% | -31.8% | +23.4% | -4.0% |
| 1Y | +0.7% | -17.0% | +17.7% | +0.4% |
| 3Y | +125.1% | +159.8% | -34.7% | +44.5% |
| All | +48.4% | -9.1% | +57.5% | +18.4% |
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 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