-31.2%
ALHC vs SBAC
-43.7%
+12.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | -1.0% | +6.9% | -7.9% | -3.0% |
| 3M | -10.2% | -8.2% | -1.9% | -8.0% |
| 6M | -28.3% | -1.6% | -26.6% | -28.8% |
| YTD | -31.4% | -0.1% | -31.3% | -32.7% |
| 1Y | -16.9% | -0.5% | -16.5% | -18.6% |
| 3Y | +135.5% | -9.1% | +144.5% | +129.4% |
| All | -31.2% | -43.7% | +12.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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