+297.5%
SU vs ALHC
-33.8%
+331.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.2% | -6.9% | +9.1% | +2.2% |
| 30D | +8.4% | -6.7% | +15.2% | +8.5% |
| 3M | +12.1% | -37.7% | +49.8% | +12.1% |
| 6M | +19.7% | -30.0% | +49.7% | +19.6% |
| YTD | +58.4% | -36.2% | +94.6% | +58.4% |
| 1Y | +67.2% | -22.9% | +90.1% | +66.7% |
| 3Y | +125.0% | +138.4% | -13.3% | +113.8% |
| 5Y | +355.1% | -32.8% | +387.8% | +356.9% |
| All | +297.5% | -33.8% | +331.3% | +279.3% |
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 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