-56.7%
ALHC vs BG
+48.5%
-105.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -9.6% | -7.0% | -2.6% | -8.9% |
| 3M | -44.5% | -10.0% | -34.6% | -43.7% |
| 6M | -59.2% | -19.8% | -39.4% | -58.1% |
| YTD | -62.0% | +14.3% | -76.3% | -63.1% |
| 1Y | -54.8% | +6.5% | -61.3% | -55.7% |
| 3Y | +25.0% | +4.4% | +20.6% | +23.1% |
| 5Y | -65.3% | +20.2% | -85.5% | -68.4% |
| All | -56.7% | +48.5% | -105.1% | -64.4% |
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