+389.9%
SMH vs ALHC
-31.6%
+421.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | +4.3% | -4.1% | +8.4% | +4.7% |
| 30D | +0.9% | -5.4% | +6.3% | +1.3% |
| 3M | -2.8% | -32.1% | +29.3% | -0.4% |
| 6M | +45.6% | -28.5% | +74.1% | +47.5% |
| YTD | +59.5% | -34.0% | +93.5% | +62.5% |
| 1Y | +93.4% | -20.9% | +114.4% | +93.4% |
| 3Y | +287.1% | +151.5% | +135.6% | +218.4% |
| 5Y | +338.0% | -28.8% | +366.9% | +298.2% |
| All | +389.9% | -31.6% | +421.5% | +324.1% |
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