+16.0%
SPGI vs ALHC
-65.3%
+81.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.4% | -5.5% | +4.2% | -1.0% |
| 30D | +15.3% | -4.9% | +20.2% | +15.5% |
| 3M | +16.5% | -41.7% | +58.3% | +20.7% |
| 6M | +19.8% | -55.2% | +75.0% | +25.6% |
| YTD | -3.2% | -61.1% | +57.8% | +2.1% |
| 1Y | +1.8% | -53.3% | +55.1% | +5.8% |
| 3Y | +30.6% | +28.2% | +2.4% | +19.4% |
| 5Y | +16.0% | -65.8% | +81.8% | +25.1% |
| All | +16.0% | -65.3% | +81.3% | +25.1% |
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