+19.4%
SPY vs ALHC
-14.5%
+33.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | -0.9% | -6.3% | +5.4% | -0.9% |
| 3M | +3.9% | -12.3% | +16.2% | +3.6% |
| 6M | +14.5% | -27.0% | +41.5% | +14.4% |
| YTD | +12.9% | -31.8% | +44.8% | +12.6% |
| 1Y | +19.4% | -17.0% | +36.4% | +16.4% |
| All | +19.4% | -14.5% | +33.9% | +16.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling