+7.2%
SYK vs ALHC
-32.8%
+40.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.1% |
| 7D | -9.1% | -6.9% | -2.2% | -8.6% |
| 30D | -20.6% | -6.7% | -13.9% | -20.2% |
| 3M | -9.6% | -37.7% | +28.1% | -6.9% |
| 6M | -19.9% | -30.0% | +10.1% | -18.6% |
| YTD | -21.2% | -36.2% | +15.0% | -19.5% |
| 1Y | -28.4% | -22.9% | -5.5% | -27.9% |
| 3Y | -5.3% | +138.4% | -143.7% | -16.8% |
| All | +7.2% | -32.8% | +40.0% | +3.4% |
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