+101.5%
SFM vs ALHC
-64.2%
+165.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -4.6% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | -24.8% | -14.2% | -10.6% | -24.1% |
| 3M | -43.7% | -45.1% | +1.4% | -41.6% |
| 6M | -37.3% | -59.5% | +22.3% | -34.1% |
| YTD | -38.4% | -62.8% | +24.5% | -35.1% |
| 1Y | -36.9% | -55.5% | +18.6% | -34.3% |
| 3Y | +20.7% | +25.7% | -5.0% | +16.8% |
| All | +101.5% | -64.2% | +165.7% | +92.6% |
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