+52.9%
HAS vs ALHC
-60.6%
+113.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -1.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +26.6% | -9.6% | +36.3% | +27.3% |
| 3M | +29.0% | -44.5% | +73.5% | +33.3% |
| 6M | +30.6% | -59.2% | +89.8% | +36.6% |
| YTD | +51.5% | -62.0% | +113.5% | +58.6% |
| 1Y | +58.5% | -54.8% | +113.3% | +63.7% |
| 3Y | +214.1% | +25.0% | +189.1% | +185.2% |
| 5Y | +50.2% | -65.3% | +115.6% | +37.2% |
| All | +52.9% | -60.6% | +113.5% | +42.3% |
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 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