-22.2%
ALHC vs SPY
+110.3%
-132.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.4% |
| 30D | -6.3% | -0.9% | -5.4% | -5.7% |
| 3M | -12.3% | +3.9% | -16.2% | -15.4% |
| 6M | -27.0% | +14.5% | -41.5% | -35.5% |
| YTD | -31.8% | +12.9% | -44.8% | -39.0% |
| 1Y | -17.0% | +19.4% | -36.4% | -29.2% |
| 3Y | +159.8% | +78.5% | +81.4% | +40.0% |
| 5Y | -25.1% | +81.8% | -106.9% | -58.3% |
| All | -22.2% | +110.3% | -132.6% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling