+12.6%
SONY vs ALHC
-66.2%
+78.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +11.1% | -10.6% | +21.7% | +11.7% |
| 3M | +14.7% | -45.3% | +60.0% | +18.6% |
| 6M | +18.8% | -59.7% | +78.5% | +24.2% |
| YTD | +5.7% | -62.7% | +68.5% | +10.8% |
| 1Y | -8.1% | -56.1% | +48.1% | -5.0% |
| 3Y | +64.0% | +21.3% | +42.7% | +49.2% |
| All | +12.6% | -66.2% | +78.8% | +18.1% |
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