+42.1%
SM vs ALHC
-14.0%
+56.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | -0.6% | +0.7% | 0.0% |
| 30D | +26.3% | -1.0% | +27.3% | +26.2% |
| 3M | +8.7% | -10.2% | +18.8% | +8.1% |
| 6M | +51.7% | -28.3% | +80.0% | +51.0% |
| YTD | +99.0% | -31.4% | +130.5% | +93.8% |
| All | +42.1% | -14.0% | +56.2% | +32.2% |
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 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