+22.2%
HYG vs ALHC
-33.8%
+56.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.7% | -6.9% | +6.2% | -0.5% |
| 30D | -0.7% | -6.7% | +6.0% | -0.6% |
| 3M | -0.2% | -37.7% | +37.5% | +0.7% |
| 6M | +1.4% | -30.0% | +31.4% | +1.9% |
| YTD | +1.5% | -36.2% | +37.6% | +2.1% |
| 1Y | +2.9% | -22.9% | +25.8% | +3.0% |
| 3Y | +25.6% | +138.4% | -112.7% | +19.8% |
| 5Y | +18.6% | -32.8% | +51.3% | +15.9% |
| All | +22.2% | -33.8% | +56.0% | +18.8% |
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 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