+31.1%
SOLS vs ALHC
-24.7%
+55.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.8% |
| 7D | +3.7% | -4.1% | +7.8% | +4.0% |
| 30D | +5.0% | -5.4% | +10.5% | +5.3% |
| 3M | -21.1% | -32.1% | +11.0% | -19.6% |
| 6M | -14.2% | -28.5% | +14.3% | -13.6% |
| YTD | +30.6% | -34.0% | +64.7% | +29.5% |
| All | +31.1% | -24.7% | +55.8% | +20.5% |
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