+248.3%
HPE vs ALHC
-59.7%
+308.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.6% |
| 7D | -9.7% | +3.8% | -13.5% | -9.8% |
| 30D | -34.8% | +1.7% | -36.4% | -34.8% |
| 3M | -12.1% | -44.3% | +32.2% | -10.6% |
| 6M | +53.7% | -57.2% | +110.9% | +57.2% |
| YTD | +101.9% | -61.2% | +163.1% | +106.8% |
| 1Y | +104.3% | -53.2% | +157.5% | +106.8% |
| 3Y | +223.1% | +27.8% | +195.2% | +197.2% |
| 5Y | +249.2% | -65.4% | +314.6% | +234.8% |
| All | +248.3% | -59.7% | +308.1% | +231.7% |
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