+100.4%
SIMO vs ALHC
-53.4%
+153.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +0.9% | -5.5% | +6.5% | +1.0% |
| 30D | -25.4% | -4.9% | -20.5% | -25.4% |
| 3M | -17.8% | -41.7% | +24.0% | -18.3% |
| 6M | -29.6% | -55.2% | +25.6% | -29.8% |
| YTD | +100.3% | -61.1% | +161.4% | +86.3% |
| 1Y | +100.4% | -53.3% | +153.7% | +77.6% |
| All | +100.4% | -53.4% | +153.7% | +77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling