-91.0%
SNAP vs ALHC
-64.2%
-26.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -2.1% |
| 7D | -7.1% | +1.0% | -8.1% | -7.1% |
| 30D | -14.6% | -14.2% | -0.5% | -12.8% |
| 3M | -5.0% | -45.1% | +40.2% | +3.3% |
| 6M | -18.8% | -59.5% | +40.7% | -9.6% |
| YTD | -38.5% | -62.8% | +24.3% | -31.0% |
| 1Y | -38.1% | -55.5% | +17.4% | -33.0% |
| 3Y | -53.8% | +25.7% | -79.5% | -65.8% |
| All | -91.0% | -64.2% | -26.8% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling