-28.8%
ALHC vs BG
+84.9%
-113.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -5.4% | +10.3% | -15.8% | -6.2% |
| 3M | -32.1% | -1.9% | -30.2% | -31.9% |
| 6M | -28.5% | +5.2% | -33.7% | -29.0% |
| YTD | -34.0% | +41.2% | -75.2% | -37.1% |
| 1Y | -20.9% | +50.5% | -71.5% | -25.3% |
| 3Y | +151.5% | +19.9% | +131.6% | +146.4% |
| 5Y | -28.8% | +86.7% | -115.5% | -36.9% |
| All | -28.8% | +84.9% | -113.8% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling