+118.5%
SPOT vs ALHC
-62.5%
+181.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +2.5% | +3.9% | -1.3% | +2.0% |
| 30D | +15.1% | -3.6% | +18.8% | +15.3% |
| 3M | +24.8% | -49.4% | +74.2% | +35.9% |
| 6M | +45.8% | -59.5% | +105.2% | +61.4% |
| YTD | +4.9% | -63.2% | +68.1% | +16.9% |
| 1Y | -1.3% | -55.5% | +54.2% | +6.3% |
| 3Y | +257.7% | +23.0% | +234.7% | +188.8% |
| 5Y | +118.5% | -65.7% | +184.2% | +102.9% |
| All | +118.5% | -62.5% | +181.1% | +102.9% |
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 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