+125.7%
SU vs ALHC
+151.5%
-25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.4% |
| 30D | +10.7% | -5.4% | +16.2% | +10.5% |
| 3M | +13.5% | -32.1% | +45.6% | +11.8% |
| 6M | +21.8% | -28.5% | +50.3% | +20.8% |
| YTD | +58.8% | -34.0% | +92.9% | +57.2% |
| 1Y | +72.0% | -20.9% | +93.0% | +71.3% |
| All | +125.7% | +151.5% | -25.9% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling