+71.2%
SMTC vs ALHC
-61.8%
+133.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.0% | +13.8% | +12.9% |
| 7D | -4.8% | +3.9% | -8.7% | -5.4% |
| 30D | -37.8% | -3.6% | -34.2% | -37.7% |
| 3M | -16.5% | -49.4% | +32.9% | -10.3% |
| 6M | -4.4% | -59.5% | +55.1% | +3.7% |
| YTD | +58.0% | -63.2% | +121.2% | +73.0% |
| 1Y | +62.0% | -55.5% | +117.5% | +72.4% |
| 3Y | +745.7% | +23.0% | +722.7% | +615.1% |
| 5Y | +29.0% | -65.7% | +94.8% | +24.4% |
| All | +71.2% | -61.8% | +133.0% | +49.8% |
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 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