+172.2%
SFM vs ALHC
-29.3%
+201.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.5% |
| 7D | -5.8% | -1.0% | -4.9% | -5.8% |
| 30D | -11.4% | -6.3% | -5.0% | -11.1% |
| 3M | -12.2% | -12.3% | +0.1% | -12.0% |
| 6M | -5.2% | -27.0% | +21.8% | -4.1% |
| YTD | -4.5% | -31.8% | +27.4% | -3.3% |
| 1Y | -45.4% | -17.0% | -28.4% | -45.2% |
| 3Y | +91.1% | +159.8% | -68.8% | +80.4% |
| 5Y | +226.8% | -25.1% | +251.9% | +205.7% |
| All | +172.2% | -29.3% | +201.6% | +164.3% |
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