+16.8%
SYY vs ALHC
-31.6%
+48.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | -0.2% | -4.1% | +3.9% | -0.1% |
| 30D | -2.7% | -5.4% | +2.7% | -2.5% |
| 3M | +5.9% | -32.1% | +38.0% | +7.3% |
| 6M | -2.3% | -28.5% | +26.2% | -1.6% |
| YTD | +13.1% | -34.0% | +47.1% | +14.0% |
| 1Y | +3.8% | -20.9% | +24.7% | +3.5% |
| 3Y | +26.7% | +151.5% | -124.8% | +14.8% |
| 5Y | +19.4% | -28.8% | +48.3% | +11.3% |
| All | +16.8% | -31.6% | +48.4% | +9.0% |
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