-24.7%
ALHC vs SSNC
+27.6%
-52.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | -4.1% | -3.9% | -0.2% | -2.6% |
| 30D | -5.4% | -0.2% | -5.3% | -5.5% |
| 3M | -32.1% | +15.9% | -48.1% | -36.9% |
| 6M | -28.5% | +7.5% | -35.9% | -31.4% |
| YTD | -34.0% | -8.2% | -25.8% | -32.1% |
| 1Y | -20.9% | -9.3% | -11.6% | -18.3% |
| 3Y | +151.5% | +48.5% | +103.1% | +87.5% |
| 5Y | -28.8% | +16.0% | -44.8% | -35.5% |
| All | -24.7% | +27.6% | -52.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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