+1,221.7%
NVDA vs ALHC
-59.7%
+1,281.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -11.0% | -6.0% |
| 7D | -18.3% | +3.8% | -22.1% | -18.6% |
| 30D | -26.3% | +1.7% | -28.0% | -26.5% |
| 3M | -22.3% | -44.3% | +22.1% | -18.5% |
| 6M | -21.3% | -57.2% | +35.9% | -16.8% |
| YTD | -9.2% | -61.2% | +51.9% | -3.4% |
| 1Y | -14.9% | -53.2% | +38.2% | -11.8% |
| 3Y | +250.5% | +27.8% | +222.6% | +191.3% |
| 5Y | +475.8% | -65.4% | +541.2% | +454.5% |
| All | +1,221.7% | -59.7% | +1,281.5% | +1,092.5% |
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