+288.8%
SU vs ALHC
-28.9%
+317.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | +7.9% | -1.0% | +8.9% | +7.9% |
| 3M | +3.5% | -10.2% | +13.7% | +3.2% |
| 6M | +19.0% | -28.3% | +47.2% | +18.9% |
| YTD | +55.0% | -31.4% | +86.4% | +54.9% |
| 1Y | +71.2% | -16.9% | +88.1% | +70.6% |
| 3Y | +117.4% | +135.5% | -18.1% | +107.4% |
| 5Y | +335.2% | -33.6% | +368.8% | +338.9% |
| All | +288.8% | -28.9% | +317.7% | +271.0% |
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