-7.5%
HDB vs ALHC
+22.7%
-30.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.5% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | +14.1% | -10.6% | +24.7% | +14.5% |
| 3M | +11.8% | -45.3% | +57.1% | +14.0% |
| 6M | +8.2% | -59.7% | +67.9% | +11.2% |
| YTD | -29.3% | -62.7% | +33.4% | -27.3% |
| 1Y | -28.8% | -56.1% | +27.3% | -27.2% |
| 3Y | -7.5% | +21.3% | -28.7% | -8.2% |
| All | -7.5% | +22.7% | -30.1% | -8.2% |
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