+315.2%
SMH vs ALHC
-61.4%
+376.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -13.8% | -10.6% | -3.2% | -13.1% |
| 3M | -17.4% | -45.3% | +27.9% | -13.9% |
| 6M | -15.0% | -59.7% | +44.7% | -10.1% |
| YTD | +35.2% | -62.7% | +97.9% | +43.1% |
| 1Y | +41.6% | -56.1% | +97.7% | +47.5% |
| 3Y | +215.6% | +21.3% | +194.4% | +179.2% |
| 5Y | +233.2% | -66.0% | +299.2% | +221.0% |
| All | +315.2% | -61.4% | +376.6% | +273.6% |
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