+99.0%
SIMO vs ALHC
-55.7%
+154.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.6% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -24.0% | -10.6% | -13.4% | -24.0% |
| 3M | -31.8% | -45.3% | +13.6% | -32.2% |
| 6M | -36.9% | -59.7% | +22.8% | -37.4% |
| YTD | +84.8% | -62.7% | +147.6% | +72.4% |
| 1Y | +99.0% | -56.1% | +155.1% | +77.3% |
| All | +99.0% | -55.7% | +154.7% | +77.3% |
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