+350.4%
SU vs ALHC
-27.5%
+377.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | +1.6% | -4.1% | +5.7% | +1.6% |
| 30D | +10.7% | -5.4% | +16.2% | +10.7% |
| 3M | +13.5% | -32.1% | +45.6% | +13.3% |
| 6M | +21.8% | -28.5% | +50.3% | +21.6% |
| YTD | +58.8% | -34.0% | +92.9% | +58.7% |
| 1Y | +72.0% | -20.9% | +93.0% | +71.5% |
| 3Y | +121.7% | +151.5% | -29.8% | +111.4% |
| 5Y | +350.4% | -28.8% | +379.2% | +364.2% |
| All | +350.4% | -27.5% | +377.9% | +364.2% |
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 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