+100.3%
HIG vs ALHC
+141.7%
-41.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -4.9% | -6.3% | +1.4% | -4.7% |
| 3M | +6.8% | -12.3% | +19.1% | +6.9% |
| 6M | -1.7% | -27.0% | +25.3% | -1.2% |
| YTD | -0.2% | -31.8% | +31.6% | +0.4% |
| 1Y | +5.7% | -17.0% | +22.7% | +5.8% |
| 3Y | +100.3% | +159.8% | -59.6% | +87.2% |
| All | +100.3% | +141.7% | -41.4% | +87.2% |
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