-49.5%
SMR vs ALHC
-13.3%
-36.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.9% | +19.2% | +16.5% |
| 7D | -9.6% | +1.0% | -10.6% | -9.7% |
| 30D | -33.8% | -14.2% | -19.6% | -33.0% |
| 3M | -46.4% | -45.1% | -1.2% | -44.0% |
| 6M | -62.4% | -59.5% | -2.9% | -60.1% |
| YTD | -64.1% | -62.8% | -1.3% | -61.7% |
| 1Y | -84.3% | -55.5% | -28.9% | -83.6% |
| 3Y | +55.8% | +25.7% | +30.1% | +40.2% |
| All | -49.5% | -13.3% | -36.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling