+25.1%
HPQ vs ALHC
-31.6%
+56.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.0% |
| 7D | +2.2% | -4.1% | +6.4% | +2.4% |
| 30D | +9.7% | -5.4% | +15.2% | +10.0% |
| 3M | +32.7% | -32.1% | +64.9% | +34.0% |
| 6M | +77.7% | -28.5% | +106.2% | +78.5% |
| YTD | +51.0% | -34.0% | +85.0% | +52.1% |
| 1Y | +18.4% | -20.9% | +39.3% | +17.8% |
| 3Y | +25.6% | +151.5% | -126.0% | +8.6% |
| 5Y | +38.6% | -28.8% | +67.5% | +25.5% |
| All | +25.1% | -31.6% | +56.7% | +10.3% |
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