+94.9%
SPYG vs ALHC
+16.3%
+78.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.7% |
| 7D | 0.0% | +3.9% | -3.9% | 0.0% |
| 30D | -8.4% | -3.6% | -4.7% | -8.3% |
| 3M | -6.2% | -49.4% | +43.2% | -5.6% |
| 6M | -1.8% | -59.5% | +57.7% | -0.9% |
| YTD | +8.4% | -63.2% | +71.6% | +9.3% |
| 1Y | +10.1% | -55.5% | +65.5% | +10.6% |
| 3Y | +94.9% | +23.0% | +71.9% | +89.8% |
| All | +94.9% | +16.3% | +78.6% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling