-67.1%
SMR vs ALHC
-14.5%
-52.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.6% | +15.8% | +15.2% |
| 7D | +21.4% | -1.0% | +22.3% | +21.4% |
| 30D | +13.8% | -6.3% | +20.2% | +13.9% |
| 3M | +3.9% | -12.3% | +16.2% | +6.2% |
| 6M | -4.2% | -27.0% | +22.8% | -2.3% |
| YTD | -21.1% | -31.8% | +10.7% | -18.2% |
| 1Y | -67.1% | -17.0% | -50.1% | -65.6% |
| All | -67.1% | -14.5% | -52.6% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling