+448.1%
SN vs ALHC
+33.2%
+414.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.4% |
| 7D | +7.6% | +3.8% | +3.8% | +7.5% |
| 30D | +22.4% | +1.7% | +20.8% | +22.4% |
| 3M | +21.7% | -44.3% | +66.0% | +23.0% |
| 6M | +102.8% | -57.2% | +160.1% | +105.4% |
| YTD | +102.4% | -61.2% | +163.6% | +104.9% |
| 1Y | +139.0% | -53.2% | +192.1% | +142.6% |
| 3Y | +440.4% | +27.8% | +412.6% | +432.4% |
| All | +448.1% | +33.2% | +414.9% | +442.2% |
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