-10.1%
SOUN vs ALHC
+40.2%
-50.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +4.8% | -1.0% | +5.8% | +5.0% |
| 3M | -15.9% | -10.2% | -5.7% | -16.7% |
| 6M | -17.4% | -28.3% | +10.9% | -15.3% |
| YTD | -32.4% | -31.4% | -1.0% | -30.2% |
| 1Y | -49.3% | -16.9% | -32.4% | -50.6% |
| 3Y | +167.5% | +135.5% | +32.0% | +67.2% |
| All | -10.1% | +40.2% | -50.3% | -59.9% |
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