+0.7%
BAH vs ALHC
-29.3%
+30.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -4.3% | -1.0% | -3.4% | -4.3% |
| 30D | -4.5% | -6.3% | +1.9% | -4.3% |
| 3M | -7.6% | -12.3% | +4.7% | -7.8% |
| 6M | -10.6% | -27.0% | +16.4% | -10.2% |
| YTD | -12.6% | -31.8% | +19.3% | -11.9% |
| 1Y | -27.0% | -17.0% | -10.0% | -27.1% |
| 3Y | -31.5% | +159.8% | -191.3% | -36.7% |
| 5Y | -3.8% | -25.1% | +21.3% | -9.4% |
| All | +0.7% | -29.3% | +30.0% | -6.2% |
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