+131.0%
SM vs ALHC
-29.3%
+160.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | +31.5% | -6.3% | +37.9% | +31.9% |
| 3M | +17.3% | -12.3% | +29.7% | +17.1% |
| 6M | +48.5% | -27.0% | +75.5% | +49.4% |
| YTD | +106.3% | -31.8% | +138.1% | +107.9% |
| 1Y | +47.3% | -17.0% | +64.3% | +46.0% |
| 3Y | -1.4% | +159.8% | -161.3% | -16.7% |
| 5Y | +114.0% | -25.1% | +139.2% | +101.4% |
| All | +131.0% | -29.3% | +160.3% | +107.9% |
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