+165.7%
SLV vs ALHC
-33.5%
+199.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +6.7% | -1.0% | +7.7% | +6.7% |
| 3M | -10.7% | -10.2% | -0.5% | -10.5% |
| 6M | -20.6% | -28.3% | +7.7% | -20.1% |
| YTD | -7.1% | -31.4% | +24.3% | -6.6% |
| 1Y | +62.0% | -16.9% | +78.9% | +62.3% |
| 3Y | +169.8% | +135.5% | +34.3% | +160.0% |
| All | +165.7% | -33.5% | +199.2% | +165.2% |
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