-23.8%
HDB vs ALHC
+136.3%
-160.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | -3.5% | -10.2% | +6.6% | -3.3% |
| 6M | -24.7% | -28.3% | +3.6% | -24.2% |
| YTD | -36.6% | -31.4% | -5.1% | -36.1% |
| 1Y | -34.4% | -16.9% | -17.4% | -34.3% |
| All | -23.8% | +136.3% | -160.1% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling