+55.8%
SMR vs ALHC
+21.9%
+33.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.9% | +19.2% | +16.4% |
| 7D | -9.6% | +1.0% | -10.6% | -9.6% |
| 30D | -33.8% | -14.2% | -19.6% | -33.3% |
| 3M | -46.4% | -45.1% | -1.2% | -45.1% |
| 6M | -62.4% | -59.5% | -2.9% | -60.9% |
| YTD | -64.1% | -62.8% | -1.3% | -62.5% |
| 1Y | -84.3% | -55.5% | -28.9% | -83.8% |
| 3Y | +55.8% | +25.7% | +30.1% | +6.8% |
| All | +55.8% | +21.9% | +33.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling