-3.6%
SMR vs ALHC
+59.9%
-63.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | -19.2% | -10.2% | -9.0% | -19.1% |
| 6M | -22.6% | -28.3% | +5.6% | -21.5% |
| YTD | -31.5% | -31.4% | -0.1% | -30.1% |
| 1Y | -73.1% | -16.9% | -56.1% | -73.1% |
| 3Y | +55.0% | +135.5% | -80.5% | +33.6% |
| All | -3.6% | +59.9% | -63.4% | -13.4% |
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