+879.3%
SMCI vs ALHC
-33.0%
+912.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.9% |
| 7D | -1.3% | -5.8% | +4.5% | -1.1% |
| 30D | +18.3% | -3.3% | +21.6% | +18.4% |
| 3M | +27.7% | -37.9% | +65.6% | +28.8% |
| 6M | +17.6% | -29.5% | +47.1% | +17.6% |
| YTD | +27.7% | -35.4% | +63.1% | +28.1% |
| 1Y | -14.9% | -22.4% | +7.6% | -15.5% |
| 3Y | +33.2% | +146.3% | -113.1% | +14.9% |
| 5Y | +921.6% | -32.0% | +953.6% | +879.5% |
| All | +879.3% | -33.0% | +912.3% | +802.4% |
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