+159.8%
ALHC vs SSNC
+51.8%
+108.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -6.3% | +1.9% | -8.2% | -6.7% |
| 3M | -12.3% | +18.4% | -30.7% | -15.7% |
| 6M | -27.0% | +7.0% | -34.0% | -28.0% |
| YTD | -31.8% | -6.9% | -24.9% | -30.5% |
| 1Y | -17.0% | -8.2% | -8.9% | -15.2% |
| 3Y | +159.8% | +50.5% | +109.3% | +115.0% |
| All | +159.8% | +51.8% | +108.0% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling