+241.3%
SAN vs ALHC
+25.0%
+216.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | -9.4% | -9.6% | +0.3% | -8.8% |
| 3M | -17.1% | -44.5% | +27.4% | -14.3% |
| 6M | +2.2% | -59.2% | +61.4% | +7.2% |
| YTD | +6.0% | -62.0% | +68.0% | +11.2% |
| 1Y | +12.7% | -54.8% | +67.5% | +17.2% |
| All | +241.3% | +25.0% | +216.3% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling