+7.5%
SMR vs ALHC
+53.8%
-46.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.1% |
| 7D | +13.1% | -4.1% | +17.2% | +13.5% |
| 30D | +17.8% | -5.4% | +23.2% | +18.2% |
| 3M | +8.1% | -32.1% | +40.2% | +11.2% |
| 6M | -11.1% | -28.5% | +17.4% | -9.9% |
| YTD | -23.7% | -34.0% | +10.3% | -21.8% |
| 1Y | -69.4% | -20.9% | -48.5% | -69.3% |
| 3Y | +82.6% | +151.5% | -68.9% | +56.1% |
| All | +7.5% | +53.8% | -46.4% | -3.2% |
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