+47.7%
HAS vs ALHC
-66.2%
+114.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +26.3% | -10.6% | +36.9% | +27.2% |
| 3M | +25.6% | -45.3% | +70.9% | +30.6% |
| 6M | +30.3% | -59.7% | +90.0% | +37.2% |
| YTD | +50.4% | -62.7% | +113.1% | +58.6% |
| 1Y | +57.7% | -56.1% | +113.8% | +64.0% |
| 3Y | +213.4% | +21.3% | +192.1% | +178.4% |
| All | +47.7% | -66.2% | +114.0% | +40.5% |
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