+24.6%
SYY vs ALHC
+22.7%
+1.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -4.8% | -10.6% | +5.8% | -4.6% |
| 3M | -7.1% | -45.3% | +38.3% | -6.0% |
| 6M | +6.8% | -59.7% | +66.5% | +8.1% |
| YTD | +7.7% | -62.7% | +70.4% | +8.7% |
| 1Y | +5.7% | -56.1% | +61.8% | +6.3% |
| 3Y | +24.6% | +21.3% | +3.3% | +18.4% |
| All | +24.6% | +22.7% | +1.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling