+31.6%
HD vs ALHC
-61.4%
+93.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +18.0% | -10.6% | +28.6% | +18.8% |
| 3M | +2.8% | -45.3% | +48.1% | +6.5% |
| 6M | +17.0% | -59.7% | +76.7% | +22.7% |
| YTD | +3.5% | -62.7% | +66.3% | +8.8% |
| 1Y | -2.6% | -56.1% | +53.5% | +1.2% |
| 3Y | +30.7% | +21.3% | +9.5% | +21.3% |
| 5Y | +6.2% | -66.0% | +72.2% | +1.2% |
| All | +31.6% | -61.4% | +93.0% | +22.7% |
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 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