+78.0%
SM vs ALHC
-61.8%
+139.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.7% |
| 7D | -22.3% | +3.9% | -26.1% | -22.5% |
| 30D | -21.4% | -3.6% | -17.7% | -21.3% |
| 3M | +1.4% | -49.4% | +50.8% | +4.1% |
| 6M | +0.1% | -59.5% | +59.6% | +3.2% |
| YTD | +59.0% | -63.2% | +122.1% | +64.2% |
| 1Y | +64.3% | -55.5% | +119.8% | +67.2% |
| 3Y | -13.1% | +23.0% | -36.1% | -22.9% |
| 5Y | -13.9% | -65.7% | +51.9% | -15.9% |
| All | +78.0% | -61.8% | +139.8% | +64.2% |
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 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