+130.4%
HL vs ALHC
-60.6%
+191.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -5.1% |
| 7D | -7.6% | -0.8% | -6.8% | -7.6% |
| 30D | -17.5% | -9.6% | -7.9% | -16.3% |
| 3M | -26.2% | -44.5% | +18.3% | -20.4% |
| 6M | -35.1% | -59.2% | +24.1% | -27.6% |
| YTD | -30.4% | -62.0% | +31.6% | -21.9% |
| 1Y | -14.0% | -54.8% | +40.9% | -6.0% |
| 3Y | +256.3% | +25.0% | +231.3% | +218.5% |
| 5Y | +112.5% | -65.3% | +177.8% | +121.2% |
| All | +130.4% | -60.6% | +191.0% | +119.0% |
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 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