+59.5%
SGI vs ALHC
-63.1%
+122.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -1.8% |
| 7D | +5.3% | -6.2% | +11.5% | +6.1% |
| 30D | +8.2% | -9.7% | +17.9% | +9.3% |
| 3M | -2.2% | -44.7% | +42.5% | +5.0% |
| 6M | -8.4% | -58.7% | +50.3% | +0.8% |
| YTD | -23.4% | -61.7% | +38.3% | -15.5% |
| 1Y | -14.0% | -55.7% | +41.7% | -7.3% |
| 3Y | +78.8% | +25.6% | +53.2% | +50.4% |
| All | +59.5% | -63.1% | +122.6% | +46.1% |
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