-25.3%
HDB vs ALHC
-64.2%
+38.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.9% |
| 7D | +13.3% | +1.0% | +12.4% | +13.2% |
| 30D | +13.6% | -14.2% | +27.7% | +14.3% |
| 3M | +5.8% | -45.1% | +50.9% | +9.0% |
| 6M | -1.9% | -59.5% | +57.6% | +2.3% |
| YTD | -31.2% | -62.8% | +31.6% | -28.1% |
| 1Y | -29.6% | -55.5% | +25.9% | -27.3% |
| 3Y | -10.1% | +25.7% | -35.8% | -16.2% |
| All | -25.3% | -64.2% | +38.8% | -28.0% |
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