+24.5%
SFM vs ALHC
+22.7%
+1.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +6.0% | +0.3% | +5.8% | +6.0% |
| 30D | -19.5% | -10.6% | -8.9% | -18.9% |
| 3M | -37.0% | -45.3% | +8.3% | -34.5% |
| 6M | -41.0% | -59.7% | +18.7% | -37.8% |
| YTD | -34.6% | -62.7% | +28.1% | -30.9% |
| 1Y | -36.3% | -56.1% | +19.9% | -33.4% |
| 3Y | +24.5% | +21.3% | +3.3% | +25.3% |
| All | +24.5% | +22.7% | +1.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling