+415.2%
SAN vs ALHC
-28.9%
+444.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | +19.7% | -10.2% | +29.9% | +19.9% |
| 6M | +30.6% | -28.3% | +58.9% | +32.3% |
| YTD | +28.8% | -31.4% | +60.3% | +30.6% |
| 1Y | +57.8% | -16.9% | +74.7% | +58.2% |
| 3Y | +338.1% | +135.5% | +202.6% | +308.1% |
| 5Y | +384.2% | -33.6% | +417.8% | +356.0% |
| All | +415.2% | -28.9% | +444.2% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling