+49.3%
SW vs ALHC
+25.6%
+23.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -1.4% |
| 7D | +4.7% | -6.2% | +10.9% | +4.7% |
| 30D | +5.0% | -9.7% | +14.7% | +5.1% |
| 3M | -7.3% | -44.7% | +37.4% | -6.8% |
| 6M | +15.0% | -58.7% | +73.7% | +16.0% |
| YTD | +18.5% | -61.7% | +80.2% | +19.3% |
| 1Y | +27.1% | -55.7% | +82.8% | +27.9% |
| All | +49.3% | +25.6% | +23.7% | +61.5% |
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