+383.7%
SMH vs ALHC
-28.9%
+412.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | -0.5% | -1.0% | +0.6% | -0.4% |
| 3M | -9.6% | -10.2% | +0.5% | -9.8% |
| 6M | +42.1% | -28.3% | +70.4% | +43.9% |
| YTD | +57.4% | -31.4% | +88.9% | +59.9% |
| 1Y | +96.2% | -16.9% | +113.2% | +95.4% |
| 3Y | +267.9% | +135.5% | +132.4% | +206.7% |
| 5Y | +327.7% | -33.6% | +361.3% | +292.1% |
| All | +383.7% | -28.9% | +412.6% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling