+327.0%
HPE vs ALHC
-31.6%
+358.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.2% |
| 7D | +13.6% | -4.1% | +17.8% | +13.8% |
| 30D | +7.7% | -5.4% | +13.2% | +7.9% |
| 3M | +22.4% | -32.1% | +54.5% | +23.8% |
| 6M | +172.6% | -28.5% | +201.1% | +174.1% |
| YTD | +147.5% | -34.0% | +181.5% | +149.6% |
| 1Y | +151.8% | -20.9% | +172.7% | +150.9% |
| 3Y | +267.1% | +151.5% | +115.5% | +227.9% |
| 5Y | +362.8% | -28.8% | +391.6% | +334.7% |
| All | +327.0% | -31.6% | +358.6% | +300.3% |
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