-35.0%
SFM vs ALHC
-51.4%
+16.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.1% | -6.5% | +2.9% |
| 7D | -12.3% | -0.5% | -11.8% | -12.2% |
| 30D | -16.2% | -4.2% | -12.0% | -15.9% |
| 3M | -36.8% | -39.8% | +3.0% | -34.2% |
| 6M | -32.6% | -57.7% | +25.2% | -28.5% |
| YTD | -31.7% | -58.8% | +27.1% | -28.1% |
| 1Y | -35.0% | -52.4% | +17.4% | -32.8% |
| All | -35.0% | -51.4% | +16.4% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling