+14.3%
SONY vs ALHC
-31.6%
+45.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -1.6% | -5.4% | +3.8% | -1.3% |
| 3M | +10.0% | -32.1% | +42.1% | +12.0% |
| 6M | +8.4% | -28.5% | +36.9% | +9.5% |
| YTD | -8.4% | -34.0% | +25.6% | -7.1% |
| 1Y | -18.4% | -20.9% | +2.6% | -18.4% |
| 3Y | +41.0% | +151.5% | -110.6% | +23.0% |
| 5Y | +9.3% | -28.8% | +38.1% | +0.5% |
| All | +14.3% | -31.6% | +45.9% | +3.4% |
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