-67.3%
ALHC vs SPY
+72.1%
-139.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +0.3% | +2.6% | -2.3% | -1.9% |
| 30D | -10.6% | -2.0% | -8.6% | -8.8% |
| 3M | -45.3% | -2.8% | -42.5% | -43.9% |
| 6M | -59.7% | +2.1% | -61.9% | -60.6% |
| YTD | -62.7% | +11.5% | -74.2% | -66.2% |
| 1Y | -56.1% | +13.5% | -69.6% | -60.8% |
| 3Y | +21.3% | +77.7% | -56.4% | -35.4% |
| All | -67.3% | +72.1% | -139.4% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling