+71.6%
SM vs ALHC
-51.4%
+123.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +10.1% | -25.4% | -14.3% |
| 7D | -21.5% | -0.5% | -21.0% | -21.1% |
| 30D | -11.4% | -4.2% | -7.1% | -11.1% |
| 3M | +0.6% | -39.8% | +40.4% | -2.9% |
| 6M | +0.2% | -57.7% | +58.0% | -4.6% |
| YTD | +69.7% | -58.8% | +128.4% | +59.7% |
| 1Y | +71.6% | -52.4% | +123.9% | +61.5% |
| All | +71.6% | -51.4% | +123.0% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling