+19.9%
SAN vs ALHC
-55.2%
+75.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.2% |
| 7D | +8.7% | +3.9% | +4.9% | +8.3% |
| 30D | -6.5% | -3.6% | -2.8% | -6.2% |
| 3M | -14.2% | -49.4% | +35.2% | -9.1% |
| 6M | +2.7% | -59.5% | +62.2% | +11.0% |
| YTD | +8.9% | -63.2% | +72.1% | +13.6% |
| All | +19.9% | -55.2% | +75.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling