+16.9%
NU vs ALHC
-48.2%
+65.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.4% |
| 7D | +4.0% | +3.8% | +0.3% | +3.0% |
| 30D | -25.1% | +1.7% | -26.7% | -25.6% |
| 3M | -12.8% | -44.3% | +31.5% | -2.7% |
| 6M | -12.5% | -57.2% | +44.8% | +0.8% |
| YTD | -27.8% | -61.2% | +33.3% | -16.0% |
| 1Y | -24.6% | -53.2% | +28.6% | -16.2% |
| 3Y | +41.8% | +27.8% | +14.0% | +9.2% |
| All | +16.9% | -48.2% | +65.1% | +3.6% |
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