+343.8%
HPE vs ALHC
-30.5%
+374.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.8% |
| 7D | +10.1% | -1.0% | +11.1% | +10.2% |
| 30D | +5.3% | -6.3% | +11.6% | +5.5% |
| 3M | +12.7% | -12.3% | +25.0% | +12.6% |
| 6M | +167.7% | -27.0% | +194.7% | +169.0% |
| YTD | +135.5% | -31.8% | +167.3% | +137.2% |
| 1Y | +143.4% | -17.0% | +160.4% | +141.9% |
| 3Y | +249.2% | +159.8% | +89.3% | +207.9% |
| 5Y | +343.8% | -25.1% | +369.0% | +322.6% |
| All | +343.8% | -30.5% | +374.3% | +322.6% |
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 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