+228.3%
SIMO vs ALHC
-61.8%
+290.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +5.7% |
| 7D | -8.2% | +3.9% | -12.0% | -8.3% |
| 30D | -34.6% | -3.6% | -31.0% | -34.5% |
| 3M | -32.6% | -49.4% | +16.8% | -31.3% |
| 6M | -31.8% | -59.5% | +27.6% | -30.2% |
| YTD | +87.6% | -63.2% | +150.8% | +91.8% |
| 1Y | +86.7% | -55.5% | +142.2% | +89.2% |
| 3Y | +227.4% | +23.0% | +204.4% | +204.9% |
| 5Y | +173.0% | -65.7% | +238.7% | +172.0% |
| All | +228.3% | -61.8% | +290.1% | +196.4% |
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