-30.1%
HDB vs ALHC
-61.8%
+31.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.7% |
| 7D | +13.7% | +3.9% | +9.8% | +13.4% |
| 30D | +15.8% | -3.6% | +19.5% | +15.9% |
| 3M | +9.2% | -49.4% | +58.6% | +12.9% |
| 6M | +3.2% | -59.5% | +62.6% | +7.3% |
| YTD | -29.4% | -63.2% | +33.8% | -26.4% |
| 1Y | -27.9% | -55.5% | +27.6% | -25.7% |
| 3Y | -5.9% | +23.0% | -28.9% | -11.3% |
| 5Y | -23.5% | -65.7% | +42.2% | -25.5% |
| All | -30.1% | -61.8% | +31.8% | -34.4% |
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