+19.7%
SONY vs ALHC
-28.9%
+48.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +9.4% | -1.0% | +10.5% | +9.5% |
| 3M | +10.5% | -10.2% | +20.6% | +10.2% |
| 6M | +11.7% | -28.3% | +40.0% | +12.8% |
| YTD | -4.1% | -31.4% | +27.4% | -2.9% |
| 1Y | -11.8% | -16.9% | +5.2% | -12.1% |
| 3Y | +45.9% | +135.5% | -89.6% | +28.4% |
| 5Y | +16.3% | -33.6% | +49.9% | +7.3% |
| All | +19.7% | -28.9% | +48.6% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling