+191.1%
SFM vs ALHC
-28.9%
+220.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -4.4% | -1.0% | -3.3% | -4.3% |
| 3M | +1.5% | -10.2% | +11.7% | +1.6% |
| 6M | +6.5% | -28.3% | +34.8% | +7.7% |
| YTD | +2.2% | -31.4% | +33.6% | +3.4% |
| 1Y | -41.9% | -16.9% | -25.0% | -41.7% |
| 3Y | +106.8% | +135.5% | -28.7% | +96.1% |
| 5Y | +231.6% | -33.6% | +265.2% | +207.6% |
| All | +191.1% | -28.9% | +220.1% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling