+85.9%
SO vs ALHC
-61.8%
+147.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.1% | +3.9% | -5.0% | -1.2% |
| 30D | +8.6% | -3.6% | +12.2% | +8.6% |
| 3M | +1.8% | -49.4% | +51.2% | +3.6% |
| 6M | +3.6% | -59.5% | +63.1% | +5.7% |
| YTD | +9.9% | -63.2% | +73.1% | +12.3% |
| 1Y | +5.7% | -55.5% | +61.2% | +7.4% |
| 3Y | +52.5% | +23.0% | +29.5% | +48.7% |
| 5Y | +77.3% | -65.7% | +143.0% | +75.8% |
| All | +85.9% | -61.8% | +147.7% | +84.2% |
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