+58.5%
HAS vs ALHC
-54.5%
+113.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +27.0% |
| 3M | +29.0% | -44.5% | +73.5% | +30.8% |
| 6M | +30.6% | -59.2% | +89.8% | +33.1% |
| YTD | +51.5% | -62.0% | +113.5% | +50.7% |
| 1Y | +58.5% | -54.8% | +113.3% | +50.0% |
| All | +58.5% | -54.5% | +113.0% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling