-27.2%
ALHC vs SNY
+12.2%
-39.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -6.9% | -3.3% | -3.5% | -6.4% |
| 30D | -6.7% | -2.2% | -4.6% | -6.5% |
| 3M | -37.7% | -3.0% | -34.7% | -37.5% |
| 6M | -30.0% | +2.7% | -32.7% | -30.3% |
| YTD | -36.2% | -6.8% | -29.3% | -35.7% |
| 1Y | -22.9% | -5.3% | -17.6% | -22.7% |
| 3Y | +138.4% | -9.8% | +148.2% | +137.4% |
| 5Y | -32.8% | +9.7% | -42.5% | -36.3% |
| All | -27.2% | +12.2% | -39.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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