-43.2%
SIRI vs ALHC
-27.5%
-15.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -3.9% | -4.1% | +0.2% | -3.6% |
| 30D | -0.8% | -5.4% | +4.6% | -0.5% |
| 3M | +4.3% | -32.1% | +36.4% | +6.9% |
| 6M | +34.1% | -28.5% | +62.5% | +36.0% |
| YTD | +47.3% | -34.0% | +81.3% | +50.1% |
| 1Y | +22.9% | -20.9% | +43.8% | +23.2% |
| 3Y | -24.6% | +151.5% | -176.1% | -35.4% |
| 5Y | -43.2% | -28.8% | -14.3% | -50.0% |
| All | -43.2% | -27.5% | -15.7% | -50.0% |
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