+506.5%
HBM vs ALHC
+151.5%
+355.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +5.5% | -4.1% | +9.6% | +5.6% |
| 30D | +3.3% | -5.4% | +8.7% | +3.4% |
| 3M | +12.7% | -32.1% | +44.8% | +14.0% |
| 6M | +28.2% | -28.5% | +56.7% | +29.6% |
| YTD | +45.3% | -34.0% | +79.3% | +47.2% |
| 1Y | +121.7% | -20.9% | +142.6% | +123.7% |
| All | +506.5% | +151.5% | +355.0% | +492.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling