+322.1%
HBM vs ALHC
-33.8%
+355.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -3.3% | -6.9% | +3.6% | -2.8% |
| 30D | -4.8% | -6.7% | +1.9% | -4.4% |
| 3M | -0.4% | -37.7% | +37.3% | +2.6% |
| 6M | +17.9% | -30.0% | +47.9% | +19.9% |
| YTD | +33.7% | -36.2% | +69.9% | +36.7% |
| 1Y | +95.6% | -22.9% | +118.5% | +97.1% |
| 3Y | +458.1% | +138.4% | +319.8% | +386.3% |
| 5Y | +329.0% | -32.8% | +361.8% | +298.7% |
| All | +322.1% | -33.8% | +355.9% | +239.9% |
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 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