-45.8%
SE vs ALHC
-29.3%
-16.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -0.1% | -6.3% | +6.2% | +1.0% |
| 3M | +34.1% | -12.3% | +46.4% | +34.1% |
| 6M | +23.2% | -27.0% | +50.2% | +26.7% |
| YTD | -11.2% | -31.8% | +20.7% | -7.6% |
| 1Y | -40.5% | -17.0% | -23.5% | -41.1% |
| 3Y | +196.3% | +159.8% | +36.4% | +77.1% |
| 5Y | -67.0% | -25.1% | -41.9% | -73.0% |
| All | -45.8% | -29.3% | -16.5% | -57.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling