+143.3%
NUE vs ALHC
-65.3%
+208.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.5% |
| 7D | -6.2% | +3.8% | -10.0% | -6.5% |
| 30D | +2.5% | +1.7% | +0.8% | +2.2% |
| 3M | -6.4% | -44.3% | +38.0% | -2.8% |
| 6M | +13.3% | -57.2% | +70.5% | +18.6% |
| YTD | +58.5% | -61.2% | +119.7% | +66.9% |
| 1Y | +81.9% | -53.2% | +135.1% | +88.0% |
| 3Y | +75.3% | +27.8% | +47.4% | +57.3% |
| All | +143.3% | -65.3% | +208.6% | +125.8% |
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