+61.8%
HAL vs ALHC
-61.5%
+123.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | -0.2% |
| 7D | -12.0% | +1.0% | -12.9% | -12.0% |
| 30D | +0.3% | -14.2% | +14.4% | +0.5% |
| 3M | -1.6% | -45.1% | +43.5% | -0.7% |
| 6M | -20.5% | -59.5% | +39.1% | -19.6% |
| YTD | +14.2% | -62.8% | +77.1% | +15.7% |
| 1Y | +18.9% | -55.5% | +74.3% | +19.8% |
| 3Y | -13.7% | +25.7% | -39.4% | -17.0% |
| 5Y | +42.2% | -66.8% | +109.0% | +41.1% |
| All | +61.8% | -61.5% | +123.3% | +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