+48.0%
BAX vs ALHC
-51.4%
+99.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.1% | -6.2% | +2.8% |
| 7D | +4.1% | -0.5% | +4.6% | +4.0% |
| 30D | +9.4% | -4.2% | +13.6% | +9.5% |
| 3M | -6.5% | -39.8% | +33.3% | -1.9% |
| 6M | +59.6% | -57.7% | +117.3% | +71.7% |
| YTD | +38.9% | -58.8% | +97.6% | +43.8% |
| 1Y | +48.0% | -52.4% | +100.4% | +45.5% |
| All | +48.0% | -51.4% | +99.4% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling