+7.4%
BAH vs ALHC
-64.2%
+71.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.4% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | +24.3% | -14.2% | +38.4% | +24.7% |
| 3M | +16.3% | -45.1% | +61.5% | +18.2% |
| 6M | +13.6% | -59.5% | +73.1% | +16.0% |
| YTD | +3.5% | -62.8% | +66.3% | +6.0% |
| 1Y | +2.7% | -55.5% | +58.2% | +4.4% |
| 3Y | -26.6% | +25.7% | -52.3% | -30.6% |
| All | +7.4% | -64.2% | +71.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling