+19.7%
HPQ vs ALHC
+141.7%
-122.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +3.7% | -6.3% | +10.1% | +3.6% |
| 3M | +24.3% | -12.3% | +36.6% | +23.7% |
| 6M | +64.8% | -27.0% | +91.8% | +64.3% |
| YTD | +43.9% | -31.8% | +75.8% | +43.5% |
| 1Y | +11.7% | -17.0% | +28.7% | +11.0% |
| 3Y | +19.7% | +159.8% | -140.2% | +16.3% |
| All | +19.7% | +141.7% | -122.0% | +16.3% |
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 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