+99.7%
SPOT vs ALHC
-33.0%
+132.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.1% |
| 7D | -6.9% | -5.8% | -1.1% | -6.0% |
| 30D | +4.1% | -3.3% | +7.5% | +4.6% |
| 3M | +3.7% | -37.9% | +41.6% | +10.2% |
| 6M | -1.6% | -29.5% | +27.9% | +1.3% |
| YTD | -10.2% | -35.4% | +25.2% | -6.6% |
| 1Y | -25.9% | -22.4% | -3.5% | -25.6% |
| 3Y | +235.6% | +146.3% | +89.3% | +144.4% |
| 5Y | +110.6% | -32.0% | +142.6% | +82.7% |
| All | +99.7% | -33.0% | +132.7% | +60.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling