+24.4%
SRE vs ALHC
+16.3%
+8.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | -8.4% | +3.9% | -12.2% | -8.5% |
| 30D | -3.2% | -3.6% | +0.5% | -3.1% |
| 3M | -5.3% | -49.4% | +44.1% | -3.4% |
| 6M | -12.6% | -59.5% | +46.9% | -10.8% |
| YTD | -8.8% | -63.2% | +54.4% | -6.8% |
| 1Y | -13.4% | -55.5% | +42.1% | -12.0% |
| 3Y | +24.4% | +23.0% | +1.4% | +13.9% |
| All | +24.4% | +16.3% | +8.1% | +13.9% |
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 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