-32.9%
HDB vs ALHC
-51.4%
+18.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.1% | -4.6% | +5.2% |
| 7D | +12.9% | -0.5% | +13.4% | +12.8% |
| 30D | +10.0% | -4.2% | +14.3% | +9.9% |
| 3M | +1.8% | -39.8% | +41.6% | +3.5% |
| 6M | -2.1% | -57.7% | +55.6% | +0.3% |
| YTD | -33.4% | -58.8% | +25.4% | -31.8% |
| 1Y | -32.9% | -52.4% | +19.5% | -30.3% |
| All | -32.9% | -51.4% | +18.6% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling