+967.2%
SMCI vs ALHC
-27.5%
+994.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.2% |
| 7D | +5.2% | -4.1% | +9.3% | +5.3% |
| 30D | +23.7% | -5.4% | +29.2% | +23.9% |
| 3M | -4.2% | -32.1% | +27.9% | -3.9% |
| 6M | +21.7% | -28.5% | +50.2% | +21.6% |
| YTD | +33.0% | -34.0% | +67.0% | +33.3% |
| 1Y | -9.3% | -20.9% | +11.6% | -10.0% |
| 3Y | +38.7% | +151.5% | -112.8% | +18.3% |
| 5Y | +967.2% | -28.8% | +996.0% | +967.8% |
| All | +967.2% | -27.5% | +994.7% | +967.8% |
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