+92.4%
SNPS vs ALHC
-61.8%
+154.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.7% |
| 7D | +0.2% | +3.9% | -3.7% | -0.1% |
| 30D | -8.4% | -3.6% | -4.8% | -8.3% |
| 3M | +12.3% | -49.4% | +61.7% | +17.6% |
| 6M | -9.6% | -59.5% | +49.9% | -4.7% |
| YTD | -0.6% | -63.2% | +62.6% | +5.2% |
| 1Y | +18.7% | -55.5% | +74.2% | +23.1% |
| 3Y | -7.6% | +23.0% | -30.6% | -19.1% |
| 5Y | +34.1% | -65.7% | +99.8% | +27.9% |
| All | +92.4% | -61.8% | +154.2% | +72.7% |
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 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