+21.0%
BAH vs ALHC
-61.8%
+82.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.6% |
| 7D | -1.5% | +3.9% | -5.4% | -1.6% |
| 30D | +17.3% | -3.6% | +20.9% | +17.3% |
| 3M | +14.9% | -49.4% | +64.3% | +17.1% |
| 6M | +14.2% | -59.5% | +73.7% | +16.7% |
| YTD | +5.1% | -63.2% | +68.3% | +7.8% |
| 1Y | +2.1% | -55.5% | +57.6% | +3.8% |
| 3Y | -26.0% | +23.0% | -49.0% | -29.8% |
| 5Y | +9.0% | -65.7% | +74.7% | +5.3% |
| All | +21.0% | -61.8% | +82.9% | +14.7% |
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