+62.0%
HAL vs ALHC
-61.8%
+123.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -7.9% | +3.9% | -11.7% | -8.0% |
| 30D | -2.1% | -3.6% | +1.6% | -2.0% |
| 3M | +0.4% | -49.4% | +49.8% | +1.5% |
| 6M | -19.2% | -59.5% | +40.2% | -18.3% |
| YTD | +14.4% | -63.2% | +77.6% | +15.8% |
| 1Y | +18.0% | -55.5% | +73.5% | +18.8% |
| 3Y | -9.7% | +23.0% | -32.7% | -13.1% |
| 5Y | +40.1% | -65.7% | +105.9% | +39.1% |
| All | +62.0% | -61.8% | +123.8% | +55.1% |
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