+21.3%
BAH vs ALHC
-59.6%
+80.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.6% | -5.5% | +3.9% | -1.4% |
| 30D | +18.0% | -4.9% | +23.0% | +18.1% |
| 3M | +11.4% | -41.7% | +53.2% | +13.0% |
| 6M | +17.7% | -55.2% | +72.9% | +19.7% |
| YTD | +5.4% | -61.1% | +66.4% | +7.8% |
| 1Y | +2.8% | -53.3% | +56.1% | +4.3% |
| 3Y | -26.7% | +28.2% | -54.8% | -30.4% |
| 5Y | +8.1% | -65.8% | +73.9% | +4.5% |
| All | +21.3% | -59.6% | +80.9% | +14.8% |
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