+1,700.8%
NVDA vs ALHC
-28.9%
+1,729.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +5.9% | -0.6% | +6.5% | +5.9% |
| 30D | +5.1% | -1.0% | +6.1% | +5.1% |
| 3M | +5.4% | -10.2% | +15.5% | +4.7% |
| 6M | +26.0% | -28.3% | +54.3% | +27.6% |
| YTD | +23.7% | -31.4% | +55.1% | +25.6% |
| 1Y | +34.4% | -16.9% | +51.3% | +33.0% |
| 3Y | +375.8% | +135.5% | +240.3% | +268.7% |
| 5Y | +911.8% | -33.6% | +945.4% | +820.0% |
| All | +1,700.8% | -28.9% | +1,729.7% | +1,451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling