+444.8%
NVDA vs ALHC
-66.2%
+511.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -12.7% | +0.3% | -13.0% | -12.8% |
| 30D | -26.4% | -10.6% | -15.8% | -25.7% |
| 3M | -27.6% | -45.3% | +17.7% | -24.0% |
| 6M | -27.7% | -59.7% | +32.0% | -23.0% |
| YTD | -12.5% | -62.7% | +50.3% | -6.5% |
| 1Y | -12.6% | -56.1% | +43.5% | -8.8% |
| 3Y | +235.9% | +21.3% | +214.7% | +175.9% |
| All | +444.8% | -66.2% | +511.0% | +611.1% |
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