-78.2%
SE vs ALHC
-65.9%
-12.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -22.3% | -9.6% | -12.7% | -21.0% |
| 3M | -41.8% | -44.5% | +2.7% | -35.8% |
| 6M | -22.4% | -59.2% | +36.8% | -11.4% |
| YTD | -41.6% | -62.0% | +20.4% | -32.9% |
| 1Y | -48.0% | -54.8% | +6.8% | -42.8% |
| 3Y | +63.9% | +25.0% | +38.9% | +15.3% |
| 5Y | -78.2% | -65.3% | -12.8% | -79.1% |
| All | -78.2% | -65.9% | -12.3% | -79.1% |
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