+107.2%
SLV vs ALHC
-61.8%
+169.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | +5.6% | +3.9% | +1.8% | +5.5% |
| 30D | -12.1% | -3.6% | -8.5% | -12.0% |
| 3M | -16.3% | -49.4% | +33.1% | -15.1% |
| 6M | -34.1% | -59.5% | +25.4% | -32.8% |
| YTD | -25.3% | -63.2% | +37.9% | -23.8% |
| 1Y | +9.6% | -55.5% | +65.1% | +11.2% |
| 3Y | +132.7% | +23.0% | +109.7% | +126.1% |
| 5Y | +113.7% | -65.7% | +179.4% | +120.3% |
| All | +107.2% | -61.8% | +169.1% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling