+107.6%
SPOT vs ALHC
-28.9%
+136.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +12.5% | -1.0% | +13.5% | +12.5% |
| 3M | +9.9% | -10.2% | +20.0% | +10.1% |
| 6M | +1.6% | -28.3% | +29.8% | +4.3% |
| YTD | -6.6% | -31.4% | +24.9% | -3.7% |
| 1Y | -22.9% | -16.9% | -6.0% | -23.4% |
| 3Y | +244.3% | +135.5% | +108.8% | +155.4% |
| 5Y | +117.8% | -33.6% | +151.4% | +89.6% |
| All | +107.6% | -28.9% | +136.5% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling