+84.6%
SPYG vs ALHC
-30.5%
+115.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | -1.6% | -6.3% | +4.8% | -1.2% |
| 3M | +3.4% | -12.3% | +15.7% | +3.4% |
| 6M | +18.9% | -27.0% | +45.9% | +20.0% |
| YTD | +13.8% | -31.8% | +45.6% | +15.3% |
| 1Y | +20.6% | -17.0% | +37.6% | +20.1% |
| 3Y | +100.5% | +159.8% | -59.3% | +70.1% |
| 5Y | +84.6% | -25.1% | +109.7% | +67.5% |
| All | +84.6% | -30.5% | +115.1% | +67.5% |
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