+36.5%
SPGI vs ALHC
-28.9%
+65.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +8.4% | -1.0% | +9.4% | +8.4% |
| 3M | +11.8% | -10.2% | +22.0% | +12.0% |
| 6M | +5.7% | -28.3% | +34.0% | +7.1% |
| YTD | -9.7% | -31.4% | +21.8% | -8.3% |
| 1Y | -12.5% | -16.9% | +4.5% | -12.5% |
| 3Y | +21.8% | +135.5% | -113.7% | +8.1% |
| 5Y | +8.2% | -33.6% | +41.8% | +0.6% |
| All | +36.5% | -28.9% | +65.5% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling