+51.7%
SRE vs ALHC
-31.6%
+83.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +1.5% | -4.1% | +5.6% | +1.6% |
| 30D | +0.8% | -5.4% | +6.3% | +1.0% |
| 3M | -5.8% | -32.1% | +26.4% | -4.8% |
| 6M | -7.8% | -28.5% | +20.7% | -7.3% |
| YTD | -2.4% | -34.0% | +31.7% | -1.6% |
| 1Y | +8.9% | -20.9% | +29.8% | +8.9% |
| 3Y | +31.1% | +151.5% | -120.5% | +23.9% |
| 5Y | +48.6% | -28.8% | +77.5% | +43.7% |
| All | +51.7% | -31.6% | +83.3% | +46.1% |
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