+94.6%
SGI vs ALHC
-28.9%
+123.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | -0.6% | +9.1% | +8.6% |
| 30D | +0.7% | -1.0% | +1.7% | +0.7% |
| 3M | +0.6% | -10.2% | +10.8% | +0.7% |
| 6M | -17.9% | -28.3% | +10.3% | -16.0% |
| YTD | -21.2% | -31.4% | +10.3% | -19.1% |
| 1Y | -18.9% | -16.9% | -1.9% | -19.1% |
| 3Y | +52.6% | +135.5% | -82.8% | +21.8% |
| 5Y | +60.7% | -33.6% | +94.3% | +37.1% |
| All | +94.6% | -28.9% | +123.5% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling