+71.6%
HST vs ALHC
-64.2%
+135.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +10.7% | -14.2% | +24.9% | +11.7% |
| 3M | +6.3% | -45.1% | +51.4% | +10.2% |
| 6M | +19.0% | -59.5% | +78.5% | +25.0% |
| YTD | +47.0% | -62.8% | +109.9% | +54.9% |
| 1Y | +53.4% | -55.5% | +108.9% | +59.5% |
| 3Y | +78.0% | +25.7% | +52.3% | +60.9% |
| All | +71.6% | -64.2% | +135.8% | +66.1% |
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