+8.4%
HON vs ALHC
-28.9%
+37.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | -0.6% | -3.0% | -3.6% |
| 30D | -15.3% | -1.0% | -14.2% | -15.2% |
| 3M | -7.9% | -10.2% | +2.3% | -7.9% |
| 6M | -18.1% | -28.3% | +10.2% | -17.3% |
| YTD | +3.8% | -31.4% | +35.3% | +4.9% |
| 1Y | +0.5% | -16.9% | +17.4% | +0.3% |
| 3Y | +19.8% | +135.5% | -115.7% | +9.1% |
| 5Y | +2.9% | -33.6% | +36.5% | -4.0% |
| All | +8.4% | -28.9% | +37.4% | +0.5% |
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