-10.0%
NVDA vs ALHC
-55.2%
+45.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.3% |
| 7D | -11.6% | +3.9% | -15.4% | -11.3% |
| 30D | -22.1% | -3.6% | -18.4% | -22.0% |
| 3M | -20.1% | -49.4% | +29.3% | -22.5% |
| 6M | -16.8% | -59.5% | +42.7% | -19.8% |
| YTD | -4.0% | -63.2% | +59.2% | -6.6% |
| All | -10.0% | -55.2% | +45.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling