+82.9%
HST vs ALHC
-65.9%
+148.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +9.9% | -9.6% | +19.5% | +10.6% |
| 3M | +12.9% | -44.5% | +57.5% | +17.1% |
| 6M | +22.9% | -59.2% | +82.1% | +29.2% |
| YTD | +52.4% | -62.0% | +114.4% | +60.4% |
| 1Y | +52.5% | -54.8% | +107.4% | +58.5% |
| 3Y | +87.4% | +25.0% | +62.4% | +69.4% |
| 5Y | +82.9% | -65.3% | +148.3% | +86.7% |
| All | +82.9% | -65.9% | +148.8% | +86.7% |
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