+108.8%
SPY vs ALHC
-28.9%
+137.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +2.0% | -10.2% | +12.1% | +1.9% |
| 6M | +13.0% | -28.3% | +41.3% | +14.1% |
| YTD | +13.5% | -31.4% | +45.0% | +14.8% |
| 1Y | +20.0% | -16.9% | +36.9% | +19.7% |
| 3Y | +77.2% | +135.5% | -58.3% | +58.3% |
| 5Y | +81.9% | -33.6% | +115.5% | +70.0% |
| All | +108.8% | -28.9% | +137.7% | +91.4% |
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 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