+128.2%
HIG vs ALHC
-28.9%
+157.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -3.2% | -1.0% | -2.2% | -3.2% |
| 3M | +9.1% | -10.2% | +19.3% | +9.2% |
| 6M | -1.8% | -28.3% | +26.5% | -1.0% |
| YTD | +1.8% | -31.4% | +33.2% | +2.7% |
| 1Y | +4.6% | -16.9% | +21.5% | +4.5% |
| 3Y | +101.6% | +135.5% | -33.8% | +87.6% |
| 5Y | +124.5% | -33.6% | +158.1% | +113.0% |
| All | +128.2% | -28.9% | +157.1% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling