+7.4%
HPQ vs ALHC
-62.5%
+69.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -0.6% | +3.9% | -4.5% | -0.8% |
| 30D | -6.5% | -3.6% | -2.8% | -6.3% |
| 3M | -5.1% | -49.4% | +44.3% | -2.7% |
| 6M | +27.3% | -59.5% | +86.8% | +30.7% |
| YTD | +31.7% | -63.2% | +94.9% | +35.4% |
| 1Y | +13.0% | -55.5% | +68.5% | +14.6% |
| 3Y | +18.3% | +23.0% | -4.7% | +4.7% |
| 5Y | +7.4% | -65.7% | +73.1% | +2.4% |
| All | +7.4% | -62.5% | +69.9% | +2.4% |
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