+156.3%
HLT vs ALHC
-33.8%
+190.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.6% | -6.9% | +5.3% | -1.2% |
| 30D | -5.0% | -6.7% | +1.7% | -4.6% |
| 3M | -10.4% | -37.7% | +27.3% | -8.0% |
| 6M | +3.2% | -30.0% | +33.2% | +4.6% |
| YTD | +6.7% | -36.2% | +42.9% | +8.7% |
| 1Y | +10.3% | -22.9% | +33.1% | +10.8% |
| 3Y | +99.3% | +138.4% | -39.0% | +77.0% |
| 5Y | +143.7% | -32.8% | +176.5% | +130.0% |
| All | +156.3% | -33.8% | +190.1% | +138.7% |
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