+2.9%
HYG vs ALHC
-19.9%
+22.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.7% | -6.9% | +6.2% | -0.6% |
| 30D | -0.7% | -6.7% | +6.0% | -0.7% |
| 3M | -0.2% | -37.7% | +37.5% | +0.3% |
| 6M | +1.4% | -30.0% | +31.4% | +1.6% |
| YTD | +1.5% | -36.2% | +37.6% | +1.6% |
| 1Y | +2.9% | -22.9% | +25.8% | +2.7% |
| All | +2.9% | -19.9% | +22.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling