-29.2%
BA vs ALHC
-59.7%
+30.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.1% |
| 7D | 0.0% | +3.8% | -3.7% | -0.3% |
| 30D | -8.9% | +1.7% | -10.6% | -9.3% |
| 3M | -25.5% | -44.3% | +18.8% | -21.9% |
| 6M | -27.0% | -57.2% | +30.3% | -22.3% |
| YTD | -20.1% | -61.2% | +41.0% | -14.7% |
| 1Y | -11.0% | -53.2% | +42.2% | -6.7% |
| 3Y | -11.8% | +27.8% | -39.7% | -21.7% |
| 5Y | -20.6% | -65.4% | +44.7% | -21.6% |
| All | -29.2% | -59.7% | +30.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling