+11.8%
SONY vs ALHC
-30.5%
+42.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | +0.3% | -6.3% | +6.6% | +0.7% |
| 3M | +6.2% | -12.3% | +18.5% | +6.1% |
| 6M | +9.5% | -27.0% | +36.6% | +10.5% |
| YTD | -8.1% | -31.8% | +23.8% | -6.9% |
| 1Y | -17.9% | -17.0% | -0.9% | -18.2% |
| 3Y | +41.5% | +159.8% | -118.3% | +22.4% |
| 5Y | +11.8% | -25.1% | +37.0% | +1.3% |
| All | +11.8% | -30.5% | +42.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling