-13.6%
SOUN vs ALHC
+34.9%
-48.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -4.4% | -4.1% | -0.3% | -3.6% |
| 30D | -13.1% | -5.4% | -7.7% | -12.2% |
| 3M | -7.7% | -32.1% | +24.4% | -1.5% |
| 6M | -21.2% | -28.5% | +7.3% | -19.2% |
| YTD | -35.0% | -34.0% | -1.0% | -32.4% |
| 1Y | -56.4% | -20.9% | -35.4% | -57.0% |
| 3Y | +181.7% | +151.5% | +30.2% | +71.3% |
| All | -13.6% | +34.9% | -48.5% | -61.2% |
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