+417.4%
HL vs ALHC
+141.7%
+275.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +7.1% | -1.0% | +8.0% | +7.2% |
| 30D | +21.4% | -6.3% | +27.8% | +22.4% |
| 3M | +37.4% | -12.3% | +49.7% | +38.4% |
| 6M | +0.4% | -27.0% | +27.4% | +3.3% |
| YTD | +6.7% | -31.8% | +38.5% | +11.1% |
| 1Y | +102.4% | -17.0% | +119.4% | +104.7% |
| 3Y | +417.4% | +159.8% | +257.6% | +326.9% |
| All | +417.4% | +141.7% | +275.8% | +326.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling