+25.0%
HL vs ALHC
-51.4%
+76.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.1% | +3.0% | +11.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.1% |
| 30D | -12.1% | -4.2% | -7.9% | -11.9% |
| 3M | -2.8% | -39.8% | +37.0% | +3.2% |
| 6M | -14.9% | -57.7% | +42.8% | -1.9% |
| YTD | -22.0% | -58.8% | +36.7% | -9.9% |
| 1Y | +25.0% | -52.4% | +77.4% | +38.0% |
| All | +25.0% | -51.4% | +76.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling