+151.5%
SPMO vs ALHC
-27.5%
+179.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | +2.7% | -4.1% | +6.8% | +2.9% |
| 30D | +1.1% | -5.4% | +6.5% | +1.3% |
| 3M | +2.0% | -32.1% | +34.2% | +3.7% |
| 6M | +26.5% | -28.5% | +55.0% | +27.6% |
| YTD | +26.5% | -34.0% | +60.5% | +28.0% |
| 1Y | +27.9% | -20.9% | +48.9% | +28.0% |
| 3Y | +160.4% | +151.5% | +8.8% | +132.9% |
| 5Y | +151.5% | -28.8% | +180.3% | +132.3% |
| All | +151.5% | -27.5% | +179.0% | +132.3% |
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