+913.8%
NVDA vs ALHC
-30.5%
+944.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +0.8% | -6.3% | +7.1% | +1.4% |
| 3M | +8.2% | -12.3% | +20.5% | +7.8% |
| 6M | +27.1% | -27.0% | +54.1% | +28.4% |
| YTD | +21.2% | -31.8% | +53.0% | +23.1% |
| 1Y | +34.3% | -17.0% | +51.3% | +32.8% |
| 3Y | +396.3% | +159.8% | +236.4% | +272.4% |
| 5Y | +913.8% | -25.1% | +938.9% | +806.7% |
| All | +913.8% | -30.5% | +944.3% | +806.7% |
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