+32.2%
HPQ vs ALHC
-30.5%
+62.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +3.7% | -6.3% | +10.1% | +4.0% |
| 3M | +24.3% | -12.3% | +36.6% | +23.9% |
| 6M | +64.8% | -27.0% | +91.8% | +65.5% |
| YTD | +43.9% | -31.8% | +75.8% | +44.8% |
| 1Y | +11.7% | -17.0% | +28.7% | +10.8% |
| 3Y | +19.7% | +159.8% | -140.2% | +1.3% |
| 5Y | +32.2% | -25.1% | +57.4% | +20.2% |
| All | +32.2% | -30.5% | +62.7% | +20.2% |
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