+11.0%
SYY vs ALHC
-59.6%
+70.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | -5.5% | +5.5% | +0.2% |
| 30D | -2.2% | -4.9% | +2.7% | -2.1% |
| 3M | -8.0% | -41.7% | +33.7% | -6.0% |
| 6M | +7.5% | -55.2% | +62.7% | +10.5% |
| YTD | +7.4% | -61.1% | +68.5% | +10.6% |
| 1Y | +4.9% | -53.3% | +58.2% | +7.0% |
| 3Y | +24.1% | +28.2% | -4.1% | +16.3% |
| 5Y | +13.4% | -65.8% | +79.2% | +7.3% |
| All | +11.0% | -59.6% | +70.6% | +5.7% |
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 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