-89.4%
SNAP vs ALHC
-28.9%
-60.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +2.6% | -1.0% | +3.7% | +2.6% |
| 3M | -9.9% | -10.2% | +0.3% | -10.8% |
| 6M | +1.9% | -28.3% | +30.1% | +4.2% |
| YTD | -32.2% | -31.4% | -0.8% | -30.3% |
| 1Y | -22.8% | -16.9% | -5.9% | -23.7% |
| 3Y | -47.6% | +135.5% | -183.1% | -63.5% |
| 5Y | -92.7% | -33.6% | -59.1% | -94.1% |
| All | -89.4% | -28.9% | -60.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling