+109.8%
HD vs ALC
+34.7%
+75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | +6.4% | +7.6% | -1.2% | +3.2% |
| 30D | +22.1% | +21.1% | +0.9% | +12.9% |
| 3M | -0.2% | +8.5% | -8.6% | -3.5% |
| 6M | +12.6% | +2.8% | +9.8% | +10.4% |
| YTD | +3.9% | -2.4% | +6.3% | +3.9% |
| 1Y | -3.7% | +3.5% | -7.2% | -6.1% |
| 3Y | +27.9% | +4.2% | +23.7% | +21.1% |
| 5Y | +7.8% | -9.0% | +16.8% | +6.2% |
| All | +109.8% | +34.7% | +75.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling