+1,648.5%
NVDA vs ALHC
-31.6%
+1,680.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -0.3% | -4.1% | +3.8% | +0.1% |
| 30D | +2.8% | -5.4% | +8.3% | +3.3% |
| 3M | +7.4% | -32.1% | +39.6% | +10.5% |
| 6M | +22.6% | -28.5% | +51.1% | +24.1% |
| YTD | +20.1% | -34.0% | +54.1% | +22.4% |
| 1Y | +31.2% | -20.9% | +52.1% | +30.4% |
| 3Y | +391.7% | +151.5% | +240.2% | +273.4% |
| 5Y | +911.9% | -28.8% | +940.7% | +810.9% |
| All | +1,648.5% | -31.6% | +1,680.1% | +1,412.3% |
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