+412.8%
SAN vs ALHC
-29.3%
+442.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.3% | -1.0% | +4.3% | +3.4% |
| 30D | +1.1% | -6.3% | +7.4% | +1.5% |
| 3M | +22.2% | -12.3% | +34.5% | +22.6% |
| 6M | +36.0% | -27.0% | +63.0% | +37.6% |
| YTD | +28.2% | -31.8% | +60.1% | +30.0% |
| 1Y | +54.1% | -17.0% | +71.1% | +54.6% |
| 3Y | +354.2% | +159.8% | +194.4% | +321.0% |
| 5Y | +387.3% | -25.1% | +412.4% | +361.5% |
| All | +412.8% | -29.3% | +442.2% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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