+223.4%
SIMO vs ALHC
-61.4%
+284.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.5% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -24.0% | -10.6% | -13.4% | -23.7% |
| 3M | -31.8% | -45.3% | +13.6% | -30.6% |
| 6M | -36.9% | -59.7% | +22.8% | -35.4% |
| YTD | +84.8% | -62.7% | +147.6% | +88.9% |
| 1Y | +99.0% | -56.1% | +155.1% | +101.8% |
| 3Y | +217.9% | +21.3% | +196.7% | +196.6% |
| 5Y | +171.5% | -66.0% | +237.4% | +170.8% |
| All | +223.4% | -61.4% | +284.8% | +191.8% |
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