-21.8%
ALHC vs BG
+76.3%
-98.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -0.6% | +2.8% | -3.4% | -0.9% |
| 30D | -1.0% | +12.0% | -13.1% | -2.2% |
| 3M | -10.2% | -7.7% | -2.5% | -9.3% |
| 6M | -28.3% | +4.5% | -32.8% | -29.0% |
| YTD | -31.4% | +35.7% | -67.1% | -34.8% |
| 1Y | -16.9% | +50.1% | -67.0% | -22.2% |
| 3Y | +135.5% | +12.6% | +122.9% | +131.5% |
| 5Y | -33.6% | +75.4% | -109.1% | -43.3% |
| All | -21.8% | +76.3% | -98.1% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling