-55.1%
SNAP vs ALHC
+16.3%
-71.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -7.3% | +3.9% | -11.2% | -7.3% |
| 30D | -18.9% | -3.6% | -15.3% | -18.7% |
| 3M | -5.3% | -49.4% | +44.2% | -3.5% |
| 6M | -16.9% | -59.5% | +42.5% | -15.2% |
| YTD | -37.4% | -63.2% | +25.8% | -35.9% |
| 1Y | -38.5% | -55.5% | +17.0% | -37.5% |
| 3Y | -55.1% | +23.0% | -78.1% | -62.7% |
| All | -55.1% | +16.3% | -71.4% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling