+84.7%
SCHG vs ALHC
-30.4%
+115.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.6% |
| 30D | -2.3% | -5.4% | +3.2% | -1.9% |
| 3M | +4.5% | -32.1% | +36.7% | +7.0% |
| 6M | +13.6% | -28.5% | +42.0% | +15.0% |
| YTD | +7.6% | -34.0% | +41.6% | +9.4% |
| 1Y | +13.0% | -20.9% | +34.0% | +13.0% |
| 3Y | +87.0% | +151.5% | -64.6% | +56.0% |
| All | +84.7% | -30.4% | +115.2% | +67.1% |
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