-33.8%
HUT vs ALHC
-64.2%
+30.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.9% | +17.5% | +15.2% |
| 7D | -11.4% | +1.0% | -12.3% | -12.1% |
| 30D | -41.0% | -14.2% | -26.9% | -39.8% |
| 3M | -41.9% | -45.1% | +3.2% | -35.7% |
| 6M | -51.7% | -59.5% | +7.9% | -44.7% |
| YTD | +14.6% | -62.8% | +77.4% | +32.5% |
| 1Y | +21.4% | -55.5% | +76.9% | +33.5% |
| 3Y | +359.8% | +25.7% | +334.1% | +212.0% |
| All | -33.8% | -64.2% | +30.4% | -50.6% |
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