+20.3%
USFR vs ALHC
-28.9%
+49.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | +1.0% | -10.2% | +11.2% | +1.0% |
| 6M | +1.9% | -28.3% | +30.2% | +1.9% |
| YTD | +2.6% | -31.4% | +34.1% | +2.6% |
| 1Y | +4.0% | -16.9% | +20.9% | +4.0% |
| 3Y | +14.1% | +135.5% | -121.4% | +14.2% |
| 5Y | +20.4% | -33.6% | +54.0% | +20.4% |
| All | +20.3% | -28.9% | +49.2% | +20.3% |
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 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