+116.4%
HPE vs ALHC
-51.4%
+167.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +10.1% | -15.8% | -5.0% |
| 7D | -17.0% | -0.5% | -16.5% | -17.0% |
| 30D | -26.7% | -4.2% | -22.5% | -26.8% |
| 3M | -4.1% | -39.8% | +35.6% | -7.1% |
| 6M | +75.4% | -57.7% | +133.2% | +71.3% |
| YTD | +111.0% | -58.8% | +169.8% | +97.2% |
| 1Y | +116.4% | -52.4% | +168.8% | +89.6% |
| All | +116.4% | -51.4% | +167.9% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling