+174.0%
SPG vs ALHC
-61.8%
+235.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +5.1% | +3.9% | +1.2% | +4.8% |
| 30D | +16.8% | -3.6% | +20.5% | +17.0% |
| 3M | +5.7% | -49.4% | +55.1% | +10.0% |
| 6M | +17.8% | -59.5% | +77.3% | +23.6% |
| YTD | +30.1% | -63.2% | +93.3% | +36.9% |
| 1Y | +32.8% | -55.5% | +88.3% | +37.9% |
| 3Y | +137.2% | +23.0% | +114.2% | +120.0% |
| 5Y | +81.5% | -65.7% | +147.2% | +78.7% |
| All | +174.0% | -61.8% | +235.8% | +159.4% |
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