+100.1%
SPOT vs ALHC
-31.6%
+131.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | -6.5% | -4.1% | -2.4% | -5.9% |
| 30D | +2.2% | -5.4% | +7.6% | +3.0% |
| 3M | +5.4% | -32.1% | +37.5% | +10.6% |
| 6M | -4.0% | -28.5% | +24.5% | -1.4% |
| YTD | -9.9% | -34.0% | +24.1% | -6.6% |
| 1Y | -27.3% | -20.9% | -6.3% | -27.1% |
| 3Y | +236.4% | +151.5% | +84.9% | +144.2% |
| 5Y | +112.6% | -28.8% | +141.4% | +83.2% |
| All | +100.1% | -31.6% | +131.7% | +60.3% |
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 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