+35.7%
HST vs ALHC
-16.6%
+52.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -12.3% | -1.0% | -11.2% | -12.2% |
| 3M | -6.4% | -10.2% | +3.8% | -6.3% |
| 6M | +15.0% | -28.3% | +43.3% | +16.0% |
| YTD | +30.5% | -31.4% | +62.0% | +31.8% |
| 1Y | +35.7% | -16.9% | +52.6% | +37.8% |
| All | +35.7% | -16.6% | +52.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling