-12.1%
SM vs ALHC
-64.2%
+52.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | -25.9% | +1.0% | -26.9% | -26.0% |
| 30D | -15.1% | -14.2% | -1.0% | -14.7% |
| 3M | +4.9% | -45.1% | +50.0% | +7.2% |
| 6M | +6.1% | -59.5% | +65.7% | +9.3% |
| YTD | +63.4% | -62.8% | +126.3% | +68.5% |
| 1Y | +72.5% | -55.5% | +128.0% | +75.2% |
| 3Y | -16.9% | +25.7% | -42.6% | -27.1% |
| All | -12.1% | -64.2% | +52.1% | -9.3% |
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