+68.9%
SGI vs ALHC
-60.6%
+129.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.7% |
| 7D | -10.7% | -0.8% | -9.9% | -10.6% |
| 30D | -3.6% | -9.6% | +6.1% | -2.5% |
| 3M | -5.4% | -44.5% | +39.1% | +1.0% |
| 6M | -7.0% | -59.2% | +52.2% | +1.7% |
| YTD | -31.6% | -62.0% | +30.4% | -25.0% |
| 1Y | -33.5% | -54.8% | +21.3% | -28.9% |
| 3Y | +66.5% | +25.0% | +41.5% | +43.8% |
| 5Y | +42.2% | -65.3% | +107.5% | +29.7% |
| All | +68.9% | -60.6% | +129.5% | +51.2% |
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