-27.3%
BAH vs ALHC
+25.0%
-52.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.6% |
| 30D | +20.4% | -9.6% | +30.0% | +20.4% |
| 3M | +11.9% | -44.5% | +56.4% | +12.6% |
| 6M | +17.1% | -59.2% | +76.3% | +18.2% |
| YTD | +5.5% | -62.0% | +67.6% | +6.8% |
| 1Y | +5.6% | -54.8% | +60.4% | +6.3% |
| All | -27.3% | +25.0% | -52.3% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling