+249.2%
HPE vs ALHC
-63.9%
+313.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 6M | +53.7% | -57.2% | +110.9% | +57.3% |
| YTD | +101.9% | -61.2% | +163.1% | +107.0% |
| 1Y | +104.3% | -53.2% | +157.5% | +106.7% |
| 3Y | +223.1% | +27.8% | +195.2% | +194.1% |
| 5Y | +249.2% | -65.4% | +314.6% | +257.1% |
| All | +249.2% | -63.9% | +313.1% | +257.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling