-63.8%
SE vs ALHC
-61.5%
-2.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | -20.0% | -14.2% | -5.8% | -18.1% |
| 3M | -31.8% | -45.1% | +13.4% | -24.6% |
| 6M | -15.9% | -59.5% | +43.7% | -3.6% |
| YTD | -40.6% | -62.8% | +22.2% | -31.4% |
| 1Y | -50.7% | -55.5% | +4.8% | -45.4% |
| 3Y | +70.3% | +25.7% | +44.6% | +21.9% |
| 5Y | -78.8% | -66.8% | -12.0% | -79.7% |
| All | -63.8% | -61.5% | -2.3% | -68.6% |
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