+142.6%
SN vs ALHC
-56.7%
+199.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.0% |
| 7D | +7.2% | +1.0% | +6.2% | +7.0% |
| 30D | +20.4% | -14.2% | +34.5% | +21.8% |
| 3M | +23.9% | -45.1% | +69.1% | +31.1% |
| 6M | +93.0% | -59.5% | +152.6% | +107.4% |
| YTD | +99.2% | -62.8% | +162.1% | +109.4% |
| 1Y | +142.6% | -55.5% | +198.1% | +130.4% |
| All | +142.6% | -56.7% | +199.3% | +130.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling