-2.5%
ALH vs SPY
+14.0%
-16.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.9% |
| 7D | +5.4% | -0.9% | +6.3% | +6.2% |
| 30D | +14.0% | -2.4% | +16.3% | +16.7% |
| 3M | -8.0% | -1.2% | -6.9% | -7.1% |
| 6M | -4.7% | +3.3% | -8.0% | -9.0% |
| YTD | +18.9% | +12.3% | +6.6% | +0.5% |
| 1Y | -9.0% | +12.4% | -21.4% | -23.5% |
| All | -2.5% | +14.0% | -16.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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