+225.0%
HPE vs ALHC
+140.1%
+84.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -2.9% | -10.2% | +7.3% | -3.1% |
| 6M | +143.6% | -28.3% | +171.8% | +144.1% |
| YTD | +118.5% | -31.4% | +150.0% | +118.9% |
| 1Y | +129.2% | -16.9% | +146.1% | +127.7% |
| All | +225.0% | +140.1% | +84.9% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling