+67.2%
SGI vs ALHC
+22.7%
+44.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -2.1% | -10.6% | +8.5% | -1.2% |
| 3M | -8.2% | -45.3% | +37.1% | -4.1% |
| 6M | -4.6% | -59.7% | +55.2% | +1.1% |
| YTD | -31.5% | -62.7% | +31.3% | -27.3% |
| 1Y | -30.8% | -56.1% | +25.3% | -27.5% |
| 3Y | +67.2% | +21.3% | +46.0% | +50.5% |
| All | +67.2% | +22.7% | +44.5% | +50.5% |
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