-29.2%
BA vs ALHC
-61.5%
+32.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | -7.9% | -14.2% | +6.2% | -6.9% |
| 3M | -25.3% | -45.1% | +19.8% | -21.6% |
| 6M | -24.6% | -59.5% | +35.0% | -19.4% |
| YTD | -20.1% | -62.8% | +42.7% | -14.3% |
| 1Y | -11.8% | -55.5% | +43.7% | -7.1% |
| 3Y | -10.1% | +25.7% | -35.8% | -20.3% |
| 5Y | -22.7% | -66.8% | +44.0% | -23.4% |
| All | -29.2% | -61.5% | +32.3% | -35.1% |
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