+137.8%
HL vs ALHC
-63.9%
+201.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.5% | -12.8% | -8.1% |
| 7D | +8.2% | +3.8% | +4.4% | +7.6% |
| 30D | -16.3% | +1.7% | -17.9% | -16.6% |
| 3M | -18.6% | -44.3% | +25.8% | -12.4% |
| 6M | -23.2% | -57.2% | +34.0% | -15.3% |
| YTD | -25.5% | -61.2% | +35.7% | -16.9% |
| 1Y | -4.8% | -53.2% | +48.4% | +3.4% |
| 3Y | +281.4% | +27.8% | +253.6% | +242.0% |
| 5Y | +137.8% | -65.4% | +203.2% | +149.0% |
| All | +137.8% | -63.9% | +201.7% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling