+104.5%
SPY vs ALHC
-61.8%
+166.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.4% |
| 7D | +0.1% | +3.9% | -3.8% | -0.1% |
| 30D | -3.3% | -3.6% | +0.3% | -3.2% |
| 3M | -2.4% | -49.4% | +47.0% | +0.8% |
| 6M | +2.6% | -59.5% | +62.0% | +6.5% |
| YTD | +11.2% | -63.2% | +74.4% | +15.8% |
| 1Y | +13.4% | -55.5% | +68.9% | +16.5% |
| 3Y | +79.9% | +23.0% | +56.9% | +66.8% |
| 5Y | +72.2% | -65.7% | +137.9% | +66.1% |
| All | +104.5% | -61.8% | +166.4% | +93.1% |
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