+21.4%
SYK vs ALHC
-29.3%
+50.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.8% |
| 7D | -12.9% | -1.0% | -12.0% | -12.8% |
| 30D | -18.5% | -6.3% | -12.1% | -18.1% |
| 3M | -8.1% | -12.3% | +4.2% | -7.9% |
| 6M | -23.8% | -27.0% | +3.2% | -22.8% |
| YTD | -20.9% | -31.8% | +10.9% | -19.7% |
| 1Y | -29.0% | -17.0% | -11.9% | -28.9% |
| 3Y | -1.7% | +159.8% | -161.5% | -13.0% |
| 5Y | +4.0% | -25.1% | +29.1% | -1.6% |
| All | +21.4% | -29.3% | +50.8% | +14.3% |
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