+126.0%
SPG vs ALHC
+21.9%
+104.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | +15.6% | -14.2% | +29.8% | +16.2% |
| 3M | +4.1% | -45.1% | +49.2% | +6.3% |
| 6M | +13.6% | -59.5% | +73.1% | +16.8% |
| YTD | +27.5% | -62.8% | +90.4% | +31.3% |
| 1Y | +32.2% | -55.5% | +87.7% | +35.5% |
| 3Y | +126.0% | +25.7% | +100.3% | +116.3% |
| All | +126.0% | +21.9% | +104.1% | +116.3% |
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