+50.0%
SRE vs ALHC
-28.9%
+78.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -0.7% | -1.0% | +0.3% | -0.7% |
| 3M | -6.3% | -10.2% | +3.8% | -6.4% |
| 6M | -10.7% | -28.3% | +17.6% | -10.2% |
| YTD | -3.5% | -31.4% | +28.0% | -2.9% |
| 1Y | +5.3% | -16.9% | +22.2% | +5.1% |
| 3Y | +31.8% | +135.5% | -103.7% | +24.8% |
| 5Y | +47.4% | -33.6% | +81.0% | +42.2% |
| All | +50.0% | -28.9% | +78.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling