+245.5%
HL vs ALHC
-33.0%
+278.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | +12.7% | -3.3% | +16.1% | +13.2% |
| 3M | +42.5% | -37.9% | +80.5% | +52.0% |
| 6M | -9.0% | -29.5% | +20.5% | -6.0% |
| YTD | +4.4% | -35.4% | +39.8% | +9.4% |
| 1Y | +82.7% | -22.4% | +105.1% | +85.8% |
| 3Y | +406.3% | +146.3% | +260.0% | +310.3% |
| 5Y | +238.2% | -32.0% | +270.1% | +217.7% |
| All | +245.5% | -33.0% | +278.6% | +206.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling