+16.5%
SNPS vs ALHC
-30.5%
+46.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -5.8% | -6.3% | +0.6% | -5.3% |
| 3M | -17.2% | -12.3% | -4.9% | -17.4% |
| 6M | -10.4% | -27.0% | +16.6% | -9.4% |
| YTD | -16.5% | -31.8% | +15.3% | -15.3% |
| 1Y | -35.6% | -17.0% | -18.6% | -36.1% |
| 3Y | -14.6% | +159.8% | -174.5% | -31.0% |
| 5Y | +16.5% | -25.1% | +41.6% | +2.2% |
| All | +16.5% | -30.5% | +46.9% | +2.2% |
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 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