+86.1%
SO vs ALHC
-59.7%
+145.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | -0.1% | +3.8% | -3.9% | -0.2% |
| 30D | +8.7% | +1.7% | +7.0% | +8.6% |
| 3M | +3.4% | -44.3% | +47.7% | +5.0% |
| 6M | +3.7% | -57.2% | +60.9% | +5.7% |
| YTD | +10.0% | -61.2% | +71.2% | +12.2% |
| 1Y | +6.6% | -53.2% | +59.8% | +8.1% |
| 3Y | +52.5% | +27.8% | +24.7% | +48.6% |
| 5Y | +76.1% | -65.4% | +141.4% | +74.3% |
| All | +86.1% | -59.7% | +145.8% | +84.0% |
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