+190.7%
HAS vs ALHC
+25.6%
+165.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.1% | +5.4% | -1.4% |
| 7D | 0.0% | -6.2% | +6.2% | +0.1% |
| 30D | +31.3% | -9.7% | +41.0% | +31.6% |
| 3M | +32.1% | -44.7% | +76.9% | +34.1% |
| 6M | +28.1% | -58.7% | +86.8% | +30.7% |
| YTD | +49.1% | -61.7% | +110.8% | +52.1% |
| 1Y | +60.5% | -55.7% | +116.2% | +62.9% |
| All | +190.7% | +25.6% | +165.2% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling