+19.8%
SW vs ALHC
-28.9%
+48.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -0.6% | -4.5% | -5.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | +9.4% | -10.2% | +19.5% | +9.5% |
| 6M | +3.5% | -28.3% | +31.8% | +3.7% |
| YTD | +22.0% | -31.4% | +53.5% | +22.2% |
| 1Y | +2.2% | -16.9% | +19.1% | +2.3% |
| 3Y | +19.6% | +135.5% | -115.9% | +17.9% |
| 5Y | -2.3% | -33.6% | +31.3% | -3.6% |
| All | +19.8% | -28.9% | +48.7% | +27.1% |
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