+111.6%
SAP vs ALHC
-61.4%
+173.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +6.5% | -10.6% | +17.1% | +6.9% |
| 3M | +12.2% | -45.3% | +57.6% | +14.6% |
| 6M | +46.1% | -59.7% | +105.8% | +50.3% |
| YTD | -1.6% | -62.7% | +61.1% | +1.3% |
| 1Y | -5.1% | -56.1% | +51.0% | -3.4% |
| 3Y | +68.4% | +21.3% | +47.1% | +55.2% |
| 5Y | +79.4% | -66.0% | +145.4% | +74.3% |
| All | +111.6% | -61.4% | +173.0% | +102.4% |
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 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