-22.2%
HDB vs ALHC
-66.2%
+44.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.6% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | +14.1% | -10.6% | +24.7% | +14.7% |
| 3M | +11.8% | -45.3% | +57.1% | +15.3% |
| 6M | +8.2% | -59.7% | +67.9% | +13.0% |
| YTD | -29.3% | -62.7% | +33.4% | -26.1% |
| 1Y | -28.8% | -56.1% | +27.3% | -26.4% |
| 3Y | -7.5% | +21.3% | -28.7% | -13.6% |
| All | -22.2% | -66.2% | +44.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling