+90.4%
SNPS vs ALHC
-59.6%
+150.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.2% | -5.5% | +5.3% | +0.2% |
| 30D | -8.0% | -4.9% | -3.1% | -7.8% |
| 3M | +12.5% | -41.7% | +54.2% | +16.5% |
| 6M | -10.5% | -55.2% | +44.7% | -6.4% |
| YTD | -1.6% | -61.1% | +59.4% | +3.7% |
| 1Y | +16.8% | -53.3% | +70.2% | +20.7% |
| 3Y | -10.9% | +28.2% | -39.1% | -22.2% |
| 5Y | +35.8% | -65.8% | +101.6% | +29.6% |
| All | +90.4% | -59.6% | +150.0% | +70.2% |
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