-78.0%
SE vs ALHC
-66.2%
-11.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -20.9% | -10.6% | -10.4% | -19.5% |
| 3M | -38.9% | -45.3% | +6.4% | -32.4% |
| 6M | -19.4% | -59.7% | +40.3% | -7.8% |
| YTD | -40.9% | -62.7% | +21.8% | -32.0% |
| 1Y | -46.2% | -56.1% | +9.9% | -40.4% |
| 3Y | +63.7% | +21.3% | +42.5% | +16.1% |
| All | -78.0% | -66.2% | -11.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling