+447.8%
SN vs ALHC
+27.8%
+420.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +2.9% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +21.5% | -10.6% | +32.1% | +21.7% |
| 3M | +20.0% | -45.3% | +65.4% | +21.4% |
| 6M | +119.9% | -59.7% | +179.6% | +122.9% |
| YTD | +102.3% | -62.7% | +165.0% | +105.0% |
| 1Y | +148.0% | -56.1% | +204.1% | +151.8% |
| 3Y | +450.0% | +21.3% | +428.7% | +442.2% |
| All | +447.8% | +27.8% | +420.0% | +442.4% |
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 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