+47.9%
SO vs ALHC
+21.9%
+26.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -1.5% | +1.0% | -2.4% | -1.5% |
| 30D | +8.1% | -14.2% | +22.2% | +8.5% |
| 3M | +0.2% | -45.1% | +45.4% | +1.8% |
| 6M | +0.4% | -59.5% | +59.9% | +2.4% |
| YTD | +8.5% | -62.8% | +71.3% | +10.7% |
| 1Y | +4.9% | -55.5% | +60.4% | +6.5% |
| 3Y | +47.9% | +25.7% | +22.2% | +41.7% |
| All | +47.9% | +21.9% | +26.0% | +41.7% |
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 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