+49.8%
HBM vs ALHC
-51.4%
+101.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.1% | -6.5% | +3.0% |
| 7D | -5.8% | -0.5% | -5.4% | -5.9% |
| 30D | -18.5% | -4.2% | -14.3% | -18.5% |
| 3M | -10.3% | -39.8% | +29.5% | -8.0% |
| 6M | +2.1% | -57.7% | +59.9% | +10.5% |
| YTD | +12.0% | -58.8% | +70.8% | +16.6% |
| 1Y | +49.8% | -52.4% | +102.1% | +48.9% |
| All | +49.8% | -51.4% | +101.2% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling