+246.0%
NUE vs ALHC
-61.4%
+307.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.3% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -2.1% | -10.6% | +8.5% | -1.5% |
| 3M | -7.3% | -45.3% | +38.0% | -4.3% |
| 6M | +8.9% | -59.7% | +68.6% | +13.6% |
| YTD | +55.6% | -62.7% | +118.3% | +62.7% |
| 1Y | +74.7% | -56.1% | +130.8% | +80.4% |
| 3Y | +71.7% | +21.3% | +50.4% | +59.2% |
| 5Y | +141.2% | -66.0% | +207.2% | +118.7% |
| All | +246.0% | -61.4% | +307.4% | +197.2% |
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