+32.5%
HD vs ALHC
-59.7%
+92.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.1% |
| 7D | +5.2% | +3.8% | +1.4% | +4.9% |
| 30D | +20.7% | +1.7% | +19.1% | +20.5% |
| 3M | +0.8% | -44.3% | +45.1% | +4.3% |
| 6M | +12.2% | -57.2% | +69.4% | +17.2% |
| YTD | +4.2% | -61.2% | +65.4% | +9.2% |
| 1Y | -2.6% | -53.2% | +50.6% | +0.7% |
| 3Y | +30.0% | +27.8% | +2.2% | +20.2% |
| 5Y | +8.1% | -65.4% | +73.5% | +2.8% |
| All | +32.5% | -59.7% | +92.2% | +23.2% |
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