+143.7%
HLT vs ALHC
-31.9%
+175.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.1% |
| 7D | -2.6% | -5.8% | +3.2% | -2.2% |
| 30D | -2.6% | -3.3% | +0.7% | -2.4% |
| 3M | -9.4% | -37.9% | +28.5% | -7.0% |
| 6M | +2.7% | -29.5% | +32.2% | +4.1% |
| YTD | +6.8% | -35.4% | +42.2% | +8.6% |
| 1Y | +12.4% | -22.4% | +34.8% | +12.8% |
| 3Y | +100.2% | +146.3% | -46.2% | +76.4% |
| 5Y | +143.7% | -32.0% | +175.7% | +131.9% |
| All | +143.7% | -31.9% | +175.6% | +131.9% |
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 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