-89.7%
SNAP vs ALHC
-59.6%
-30.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.8% |
| 7D | -9.8% | -5.5% | -4.3% | -8.9% |
| 30D | -18.2% | -4.9% | -13.3% | -17.6% |
| 3M | -3.1% | -41.7% | +38.7% | +4.0% |
| 6M | -7.1% | -55.2% | +48.1% | +1.0% |
| YTD | -33.8% | -61.1% | +27.2% | -26.7% |
| 1Y | -39.0% | -53.3% | +14.3% | -34.8% |
| 3Y | -52.8% | +28.2% | -81.0% | -63.6% |
| 5Y | -90.0% | -65.8% | -24.2% | -91.2% |
| All | -89.7% | -59.6% | -30.0% | -91.3% |
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