+604.0%
SMCI vs ALHC
-61.4%
+665.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.4% |
| 7D | -6.6% | +0.3% | -6.8% | -6.6% |
| 30D | -24.9% | -10.6% | -14.3% | -24.7% |
| 3M | -31.4% | -45.3% | +13.9% | -30.4% |
| 6M | -16.0% | -59.7% | +43.7% | -14.8% |
| YTD | -8.2% | -62.7% | +54.5% | -6.7% |
| 1Y | -23.4% | -56.1% | +32.7% | -22.9% |
| 3Y | +5.0% | +21.3% | -16.2% | -6.0% |
| 5Y | +515.0% | -66.0% | +581.0% | +504.5% |
| All | +604.0% | -61.4% | +665.3% | +557.4% |
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