+15.3%
SYY vs ALHC
-66.2%
+81.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -7.1% | -45.3% | +38.3% | -4.4% |
| 6M | +6.8% | -59.7% | +66.5% | +10.8% |
| YTD | +7.7% | -62.7% | +70.4% | +11.6% |
| 1Y | +5.7% | -56.1% | +61.8% | +8.4% |
| 3Y | +24.6% | +21.3% | +3.3% | +15.2% |
| All | +15.3% | -66.2% | +81.5% | +19.1% |
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