+61.9%
HAL vs ALHC
-59.7%
+121.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.2% |
| 7D | -6.5% | +3.8% | -10.3% | -6.6% |
| 30D | -2.1% | +1.7% | -3.8% | -2.2% |
| 3M | -4.9% | -44.3% | +39.5% | -4.0% |
| 6M | -19.3% | -57.2% | +37.9% | -18.5% |
| YTD | +14.3% | -61.2% | +75.5% | +15.6% |
| 1Y | +17.3% | -53.2% | +70.5% | +18.1% |
| 3Y | -10.9% | +27.8% | -38.7% | -14.3% |
| 5Y | +47.4% | -65.4% | +112.8% | +46.0% |
| All | +61.9% | -59.7% | +121.6% | +54.9% |
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 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