+156.7%
SIMO vs ALHC
-64.2%
+220.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.2% |
| 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% | -38.3% |
| 6M | -33.3% | -59.5% | +26.3% | -32.0% |
| YTD | +77.0% | -62.8% | +139.8% | +79.9% |
| 1Y | +73.0% | -55.5% | +128.5% | +74.6% |
| 3Y | +215.7% | +25.7% | +190.0% | +195.2% |
| All | +156.7% | -64.2% | +220.9% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling