+455.3%
SN vs ALHC
+26.2%
+429.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +7.6% | +3.9% | +3.8% | +7.6% |
| 30D | +24.1% | -3.6% | +27.7% | +24.1% |
| 3M | +23.7% | -49.4% | +73.1% | +25.3% |
| 6M | +105.5% | -59.5% | +165.0% | +108.3% |
| YTD | +105.1% | -63.2% | +168.3% | +107.9% |
| 1Y | +148.3% | -55.5% | +203.8% | +152.3% |
| 3Y | +438.7% | +23.0% | +415.7% | +431.4% |
| All | +455.3% | +26.2% | +429.1% | +450.0% |
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