+43.2%
SRE vs ALHC
-61.4%
+104.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -3.0% | -10.6% | +7.6% | -2.7% |
| 3M | -7.3% | -45.3% | +38.1% | -5.5% |
| 6M | -11.9% | -59.7% | +47.8% | -9.7% |
| YTD | -7.9% | -62.7% | +54.9% | -5.6% |
| 1Y | -11.1% | -56.1% | +45.0% | -9.5% |
| 3Y | +24.8% | +21.3% | +3.6% | +20.9% |
| 5Y | +52.4% | -66.0% | +118.3% | +49.8% |
| All | +43.2% | -61.4% | +104.5% | +40.3% |
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