+157.0%
HLT vs ALHC
-31.6%
+188.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | -1.5% | -4.1% | +2.7% | -1.2% |
| 30D | -1.2% | -5.4% | +4.2% | -0.9% |
| 3M | -10.3% | -32.1% | +21.8% | -8.5% |
| 6M | +1.3% | -28.5% | +29.7% | +2.5% |
| YTD | +7.0% | -34.0% | +41.0% | +8.7% |
| 1Y | +11.9% | -20.9% | +32.8% | +12.2% |
| 3Y | +100.7% | +151.5% | -50.9% | +77.5% |
| 5Y | +147.5% | -28.8% | +176.4% | +132.8% |
| All | +157.0% | -31.6% | +188.6% | +138.9% |
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 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