+110.6%
SAP vs ALHC
-59.7%
+170.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.1% | -1.8% |
| 7D | +1.5% | +3.8% | -2.3% | +1.3% |
| 30D | +8.8% | +1.7% | +7.2% | +8.7% |
| 3M | +12.1% | -44.3% | +56.4% | +14.3% |
| 6M | +34.6% | -57.2% | +91.8% | +38.0% |
| YTD | -2.1% | -61.2% | +59.1% | +0.6% |
| 1Y | -5.5% | -53.2% | +47.6% | -4.1% |
| 3Y | +67.4% | +27.8% | +39.6% | +53.9% |
| 5Y | +74.6% | -65.4% | +140.0% | +69.6% |
| All | +110.6% | -59.7% | +170.3% | +101.0% |
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