+1.6%
BAH vs ALHC
-28.9%
+30.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -3.2% | -0.6% | -2.7% | -3.2% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | -7.6% | -10.2% | +2.5% | -7.9% |
| 6M | -5.7% | -28.3% | +22.6% | -5.2% |
| YTD | -11.7% | -31.4% | +19.7% | -11.0% |
| 1Y | -27.4% | -16.9% | -10.4% | -27.5% |
| 3Y | -32.5% | +135.5% | -168.0% | -37.3% |
| 5Y | -3.3% | -33.6% | +30.3% | -8.6% |
| All | +1.6% | -28.9% | +30.6% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling