+49.2%
SRE vs ALHC
-30.5%
+79.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +1.9% | -6.3% | +8.2% | +2.1% |
| 3M | -3.3% | -12.3% | +9.0% | -3.2% |
| 6M | -6.4% | -27.0% | +20.6% | -5.9% |
| YTD | -1.8% | -31.8% | +30.0% | -1.2% |
| 1Y | +10.7% | -17.0% | +27.8% | +10.6% |
| 3Y | +31.8% | +159.8% | -128.1% | +23.2% |
| 5Y | +49.2% | -25.1% | +74.3% | +44.3% |
| All | +49.2% | -30.5% | +79.7% | +44.3% |
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 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