+52.2%
HAS vs ALHC
-61.8%
+114.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.8% |
| 7D | +2.2% | +3.9% | -1.7% | +1.9% |
| 30D | +29.6% | -3.6% | +33.2% | +29.8% |
| 3M | +30.3% | -49.4% | +79.7% | +35.4% |
| 6M | +25.6% | -59.5% | +85.1% | +31.4% |
| YTD | +50.8% | -63.2% | +114.0% | +58.2% |
| 1Y | +63.0% | -55.5% | +118.5% | +68.5% |
| 3Y | +211.6% | +23.0% | +188.6% | +183.1% |
| 5Y | +50.4% | -65.7% | +116.1% | +37.7% |
| All | +52.2% | -61.8% | +114.0% | +41.9% |
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