+25.2%
HBAN vs ALHC
-61.4%
+86.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +4.8% | -10.6% | +15.3% | +5.6% |
| 3M | -10.1% | -45.3% | +35.2% | -6.3% |
| 6M | +5.0% | -59.7% | +64.7% | +11.1% |
| YTD | -6.1% | -62.7% | +56.6% | -0.5% |
| 1Y | +4.6% | -56.1% | +60.7% | +9.5% |
| 3Y | +74.9% | +21.3% | +53.7% | +64.1% |
| 5Y | +21.4% | -66.0% | +87.4% | +18.7% |
| All | +25.2% | -61.4% | +86.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling