-60.5%
SPCH vs ALHC
-62.6%
+2.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +12.9% | +12.2% |
| 7D | +6.2% | +3.9% | +2.3% | +5.5% |
| 30D | -28.1% | -3.6% | -24.5% | -27.4% |
| 3M | -0.5% | -49.4% | +48.9% | +14.0% |
| All | -60.5% | -62.6% | +2.1% | -51.6% |
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 · Available span rolling