+269.8%
SAN vs ALHC
-64.2%
+334.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | +4.9% | +1.0% | +4.0% | +4.8% |
| 30D | -13.0% | -14.2% | +1.2% | -12.2% |
| 3M | -18.9% | -45.1% | +26.3% | -15.8% |
| 6M | -4.1% | -59.5% | +55.4% | +1.0% |
| YTD | +2.6% | -62.8% | +65.4% | +8.4% |
| 1Y | +16.9% | -55.5% | +72.4% | +22.0% |
| 3Y | +239.1% | +25.7% | +213.4% | +221.2% |
| All | +269.8% | -64.2% | +334.0% | +271.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling