+77.3%
SFM vs ALHC
-61.8%
+139.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | -10.2% | +3.9% | -14.1% | -10.4% |
| 30D | -23.9% | -3.6% | -20.2% | -23.8% |
| 3M | -42.3% | -49.4% | +7.2% | -40.2% |
| 6M | -40.1% | -59.5% | +19.3% | -37.6% |
| YTD | -37.8% | -63.2% | +25.4% | -35.0% |
| 1Y | -37.1% | -55.5% | +18.4% | -34.9% |
| 3Y | +21.5% | +23.0% | -1.5% | +19.6% |
| 5Y | +103.8% | -65.7% | +169.5% | +94.3% |
| All | +77.3% | -61.8% | +139.2% | +77.7% |
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