+50.4%
HAS vs ALHC
-62.5%
+112.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.8% |
| 7D | +2.2% | +3.9% | -1.7% | +1.8% |
| 30D | +29.6% | -3.6% | +33.2% | +29.8% |
| 3M | +30.3% | -49.4% | +79.7% | +36.2% |
| 6M | +25.6% | -59.5% | +85.1% | +32.3% |
| YTD | +50.8% | -63.2% | +114.0% | +59.3% |
| 1Y | +63.0% | -55.5% | +118.5% | +69.3% |
| 3Y | +211.6% | +23.0% | +188.6% | +176.2% |
| 5Y | +50.4% | -65.7% | +116.1% | +42.2% |
| All | +50.4% | -62.5% | +112.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling