+73.5%
SPYM vs ALHC
-63.9%
+137.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.7% |
| 7D | -0.6% | +3.8% | -4.4% | -0.8% |
| 30D | -3.7% | +1.7% | -5.3% | -3.8% |
| 3M | -2.7% | -44.3% | +41.6% | +0.1% |
| 6M | +2.2% | -57.2% | +59.5% | +6.0% |
| YTD | +10.9% | -61.2% | +72.1% | +15.3% |
| 1Y | +11.3% | -53.2% | +64.5% | +14.2% |
| 3Y | +76.8% | +27.8% | +49.0% | +62.0% |
| 5Y | +73.5% | -65.4% | +138.9% | +75.7% |
| All | +73.5% | -63.9% | +137.4% | +75.7% |
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