+11.7%
SPGI vs ALHC
-64.2%
+75.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +18.4% | -14.2% | +32.5% | +19.5% |
| 3M | +15.7% | -45.1% | +60.8% | +20.3% |
| 6M | +17.3% | -59.5% | +76.8% | +23.8% |
| YTD | -4.7% | -62.8% | +58.1% | +0.9% |
| 1Y | +1.8% | -55.5% | +57.3% | +6.2% |
| 3Y | +31.7% | +25.7% | +6.0% | +20.6% |
| All | +11.7% | -64.2% | +75.9% | +11.2% |
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 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