+10.8%
HD vs ALC
-16.0%
+26.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -8.4% | -0.1% | -8.3% | -8.4% |
| 3M | +4.3% | +5.9% | -1.5% | +2.1% |
| 6M | -11.1% | -15.9% | +4.8% | -5.9% |
| YTD | -4.7% | -10.1% | +5.4% | -1.8% |
| 1Y | -19.8% | -10.2% | -9.6% | -17.5% |
| 3Y | +4.1% | -13.6% | +17.7% | +6.6% |
| All | +10.8% | -16.0% | +26.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling