+13.4%
HPQ vs ALHC
-61.4%
+74.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.7% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -3.6% | -10.6% | +7.0% | -3.2% |
| 3M | -5.3% | -45.3% | +40.0% | -3.3% |
| 6M | +41.1% | -59.7% | +100.9% | +44.9% |
| YTD | +36.9% | -62.7% | +99.6% | +40.5% |
| 1Y | +23.5% | -56.1% | +79.6% | +25.5% |
| 3Y | +19.6% | +21.3% | -1.7% | +7.7% |
| 5Y | +11.4% | -66.0% | +77.4% | +3.0% |
| All | +13.4% | -61.4% | +74.8% | +1.9% |
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 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