-21.8%
ALHC vs SPY
+111.5%
-133.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | -10.2% | +2.0% | -12.1% | -12.1% |
| 6M | -28.3% | +13.0% | -41.3% | -35.9% |
| YTD | -31.4% | +13.5% | -45.0% | -38.9% |
| 1Y | -16.9% | +20.0% | -36.9% | -29.4% |
| 3Y | +135.5% | +77.2% | +58.3% | +28.2% |
| 5Y | -33.6% | +81.9% | -115.5% | -63.0% |
| All | -21.8% | +111.5% | -133.3% | -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 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