+387.4%
SIMO vs ALHC
-28.9%
+416.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -0.6% | +4.8% | +4.3% |
| 30D | +4.1% | -1.0% | +5.1% | +4.1% |
| 3M | -12.9% | -10.2% | -2.7% | -12.9% |
| 6M | +110.3% | -28.3% | +138.6% | +111.4% |
| YTD | +178.6% | -31.4% | +210.0% | +179.9% |
| 1Y | +220.0% | -16.9% | +236.9% | +218.4% |
| 3Y | +409.0% | +135.5% | +273.6% | +362.7% |
| 5Y | +277.3% | -33.6% | +310.9% | +267.9% |
| All | +387.4% | -28.9% | +416.4% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling