+209.6%
SIMO vs ALHC
-61.5%
+271.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.3% |
| 7D | -22.0% | +1.0% | -23.0% | -22.0% |
| 30D | -43.0% | -14.2% | -28.9% | -42.8% |
| 3M | -39.1% | -45.1% | +6.0% | -38.1% |
| 6M | -33.3% | -59.5% | +26.3% | -31.7% |
| YTD | +77.0% | -62.8% | +139.8% | +80.9% |
| 1Y | +73.0% | -55.5% | +128.5% | +75.3% |
| 3Y | +215.7% | +25.7% | +190.0% | +193.6% |
| 5Y | +155.6% | -66.8% | +222.4% | +155.5% |
| All | +209.6% | -61.5% | +271.1% | +179.5% |
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