-0.1%
SW vs ALHC
-59.4%
+59.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.1% | -6.1% | +3.9% |
| 7D | +12.1% | -0.5% | +12.5% | +12.0% |
| 30D | +6.6% | -4.2% | +10.8% | +6.6% |
| 3M | -6.0% | -39.8% | +33.8% | -5.5% |
| 6M | +21.5% | -57.7% | +79.2% | +22.6% |
| YTD | +20.3% | -58.8% | +79.1% | +21.3% |
| 1Y | +28.1% | -52.4% | +80.5% | +29.0% |
| 3Y | +51.6% | +35.2% | +16.4% | +49.3% |
| 5Y | -0.1% | -61.1% | +60.9% | +2.7% |
| All | -0.1% | -59.4% | +59.2% | +2.7% |
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