-40.2%
HDB vs ALHC
-31.6%
-8.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | -4.9% | -4.1% | -0.7% | -4.6% |
| 30D | -5.8% | -5.4% | -0.4% | -5.6% |
| 3M | -5.2% | -32.1% | +26.9% | -3.4% |
| 6M | -25.7% | -28.5% | +2.8% | -24.9% |
| YTD | -39.6% | -34.0% | -5.5% | -38.7% |
| 1Y | -36.9% | -20.9% | -16.0% | -36.8% |
| 3Y | -29.7% | +151.5% | -181.3% | -36.4% |
| 5Y | -37.8% | -28.8% | -8.9% | -41.4% |
| All | -40.2% | -31.6% | -8.6% | -45.4% |
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