+119.2%
HIG vs ALHC
-31.9%
+151.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | -2.3% | -5.8% | +3.5% | -2.0% |
| 30D | -1.2% | -3.3% | +2.1% | -1.1% |
| 3M | +6.3% | -37.9% | +44.2% | +8.4% |
| 6M | +0.6% | -29.5% | +30.1% | +1.5% |
| YTD | +0.6% | -35.4% | +36.0% | +1.9% |
| 1Y | +6.1% | -22.4% | +28.5% | +6.4% |
| 3Y | +102.0% | +146.3% | -44.4% | +85.5% |
| 5Y | +119.2% | -32.0% | +151.2% | +107.7% |
| All | +119.2% | -31.9% | +151.1% | +107.7% |
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