+48.6%
HAS vs ALHC
-64.2%
+112.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -0.2% | +1.0% | -1.1% | -0.3% |
| 30D | +31.0% | -14.2% | +45.2% | +32.2% |
| 3M | +30.7% | -45.1% | +75.8% | +35.7% |
| 6M | +23.9% | -59.5% | +83.4% | +30.5% |
| YTD | +48.3% | -62.8% | +111.1% | +56.5% |
| 1Y | +60.2% | -55.5% | +115.7% | +66.4% |
| 3Y | +189.2% | +25.7% | +163.5% | +155.8% |
| All | +48.6% | -64.2% | +112.8% | +38.6% |
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