+5.8%
HD vs ALHC
-64.2%
+70.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +4.3% | +1.0% | +3.4% | +4.2% |
| 30D | +20.2% | -14.2% | +34.3% | +21.3% |
| 3M | -1.0% | -45.1% | +44.1% | +2.8% |
| 6M | +7.9% | -59.5% | +67.4% | +13.6% |
| YTD | +2.0% | -62.8% | +64.8% | +7.6% |
| 1Y | -4.3% | -55.5% | +51.2% | -0.4% |
| 3Y | +25.9% | +25.7% | +0.2% | +14.9% |
| All | +5.8% | -64.2% | +70.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling