+259.9%
HL vs ALHC
-31.6%
+291.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | +0.4% | -4.1% | +4.5% | +1.0% |
| 30D | +18.8% | -5.4% | +24.3% | +19.6% |
| 3M | +43.7% | -32.1% | +75.9% | +51.1% |
| 6M | -1.0% | -28.5% | +27.4% | +2.0% |
| YTD | +8.7% | -34.0% | +42.7% | +13.5% |
| 1Y | +105.0% | -20.9% | +125.9% | +107.9% |
| 3Y | +427.3% | +151.5% | +275.7% | +325.9% |
| 5Y | +249.3% | -28.8% | +278.1% | +225.6% |
| All | +259.9% | -31.6% | +291.5% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling