-26.5%
ALHC vs BTG
+72.2%
-98.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -1.0% | +4.8% | -5.8% | -1.7% |
| 30D | -6.3% | +8.3% | -14.7% | -7.6% |
| 3M | -12.3% | +32.3% | -44.6% | -16.5% |
| 6M | -27.0% | +3.0% | -30.0% | -28.3% |
| YTD | -31.8% | +21.9% | -53.8% | -35.2% |
| 1Y | -17.0% | +28.2% | -45.2% | -22.5% |
| 3Y | +159.8% | +99.9% | +60.0% | +116.3% |
| All | -26.5% | +72.2% | -98.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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