+84.9%
SPG vs ALHC
-65.9%
+150.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | +16.4% | -9.6% | +26.1% | +17.1% |
| 3M | +7.1% | -44.5% | +51.6% | +10.9% |
| 6M | +16.1% | -59.2% | +75.3% | +22.0% |
| YTD | +30.4% | -62.0% | +92.5% | +37.2% |
| 1Y | +33.0% | -54.8% | +87.8% | +38.1% |
| 3Y | +134.6% | +25.0% | +109.6% | +115.5% |
| 5Y | +84.9% | -65.3% | +150.2% | +103.7% |
| All | +84.9% | -65.9% | +150.8% | +103.7% |
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