+21.3%
USFR vs ALHC
-61.4%
+82.7%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.4% | -10.6% | +10.9% | +0.4% |
| 3M | +1.1% | -45.3% | +46.4% | +1.0% |
| 6M | +2.0% | -59.7% | +61.7% | +2.0% |
| YTD | +3.5% | -62.7% | +66.2% | +3.4% |
| 1Y | +4.1% | -56.1% | +60.2% | +4.1% |
| 3Y | +14.4% | +21.3% | -6.9% | +14.4% |
| 5Y | +21.4% | -66.0% | +87.4% | +21.4% |
| All | +21.3% | -61.4% | +82.7% | +21.3% |
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