-11.6%
SNPS vs ALHC
+28.2%
-39.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.0% |
| 3M | +12.5% | -41.7% | +54.2% | +12.8% |
| 6M | -10.5% | -55.2% | +44.7% | -10.2% |
| YTD | -1.6% | -61.1% | +59.4% | -1.1% |
| 1Y | +16.8% | -53.3% | +70.2% | +16.8% |
| All | -11.6% | +28.2% | -39.8% | -16.6% |
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 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