+24.8%
HSY vs ALHC
-61.8%
+86.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | +1.3% | +3.9% | -2.6% | +1.2% |
| 30D | +6.6% | -3.6% | +10.2% | +6.6% |
| 3M | -4.1% | -49.4% | +45.3% | -2.8% |
| 6M | -5.2% | -59.5% | +54.2% | -3.8% |
| YTD | -2.5% | -63.2% | +60.6% | -1.0% |
| 1Y | +4.7% | -55.5% | +60.2% | +5.9% |
| 3Y | +0.6% | +23.0% | -22.4% | -2.3% |
| 5Y | +11.7% | -65.7% | +77.4% | +8.1% |
| All | +24.8% | -61.8% | +86.6% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling