+159.8%
ALHC vs BG
+20.0%
+139.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.5% |
| 7D | -1.0% | +2.4% | -3.3% | -0.9% |
| 30D | -6.3% | +15.0% | -21.4% | -6.1% |
| 3M | -12.3% | -0.7% | -11.7% | -11.7% |
| 6M | -27.0% | +7.5% | -34.5% | -26.9% |
| YTD | -31.8% | +41.6% | -73.5% | -33.0% |
| 1Y | -17.0% | +50.7% | -67.7% | -18.5% |
| 3Y | +159.8% | +20.3% | +139.6% | +178.0% |
| All | +159.8% | +20.0% | +139.9% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling