+92.7%
SLV vs ALHC
-65.9%
+158.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.2% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -15.6% | -9.6% | -6.0% | -15.5% |
| 3M | -23.6% | -44.5% | +20.9% | -22.9% |
| 6M | -42.6% | -59.2% | +16.6% | -41.6% |
| YTD | -30.0% | -62.0% | +32.1% | -28.9% |
| 1Y | -6.6% | -54.8% | +48.2% | -5.5% |
| 3Y | +121.8% | +25.0% | +96.8% | +116.9% |
| 5Y | +92.7% | -65.3% | +158.0% | +103.8% |
| All | +92.7% | -65.9% | +158.6% | +103.8% |
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