+336.5%
HBM vs ALHC
-28.9%
+365.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | +5.9% | -1.0% | +6.9% | +5.9% |
| 3M | -8.9% | -10.2% | +1.2% | -8.7% |
| 6M | +10.7% | -28.3% | +39.0% | +12.4% |
| YTD | +38.3% | -31.4% | +69.7% | +40.6% |
| 1Y | +121.3% | -16.9% | +138.3% | +121.9% |
| 3Y | +450.6% | +135.5% | +315.1% | +381.6% |
| 5Y | +338.0% | -33.6% | +371.6% | +311.0% |
| All | +336.5% | -28.9% | +365.4% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling