+256.9%
HL vs ALHC
-28.9%
+285.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +25.1% | -1.0% | +26.1% | +25.0% |
| 3M | +22.9% | -10.2% | +33.1% | +23.1% |
| 6M | -4.9% | -28.3% | +23.4% | -2.0% |
| YTD | +7.8% | -31.4% | +39.3% | +12.0% |
| 1Y | +133.9% | -16.9% | +150.8% | +135.6% |
| 3Y | +380.9% | +135.5% | +245.4% | +292.6% |
| 5Y | +230.2% | -33.6% | +263.8% | +212.2% |
| All | +256.9% | -28.9% | +285.9% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling