+116.7%
SPYG vs ALHC
-59.6%
+176.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -1.5% | -5.5% | +4.0% | -1.2% |
| 30D | -7.2% | -4.9% | -2.3% | -7.0% |
| 3M | -4.6% | -41.7% | +37.1% | -1.8% |
| 6M | -1.2% | -55.2% | +54.0% | +2.5% |
| YTD | +9.3% | -61.1% | +70.4% | +14.1% |
| 1Y | +8.8% | -53.3% | +62.2% | +12.0% |
| 3Y | +93.3% | +28.2% | +65.1% | +75.1% |
| 5Y | +71.7% | -65.8% | +137.5% | +64.5% |
| All | +116.7% | -59.6% | +176.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling