+6.0%
HON vs ALHC
-31.6%
+37.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -0.6% | -4.1% | +3.6% | -0.3% |
| 30D | -15.4% | -5.4% | -9.9% | -15.1% |
| 3M | -9.1% | -32.1% | +23.0% | -7.7% |
| 6M | -17.1% | -28.5% | +11.4% | -16.3% |
| YTD | +1.5% | -34.0% | +35.5% | +2.8% |
| 1Y | -1.3% | -20.9% | +19.6% | -1.2% |
| 3Y | +19.5% | +151.5% | -132.0% | +8.4% |
| 5Y | +3.1% | -28.8% | +31.9% | -3.6% |
| All | +6.0% | -31.6% | +37.6% | -1.6% |
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