-66.7%
BAX vs ALHC
-61.5%
-5.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.7% |
| 7D | +12.1% | +1.0% | +11.2% | +12.1% |
| 30D | +7.6% | -14.2% | +21.7% | +8.4% |
| 3M | -4.5% | -45.1% | +40.7% | -1.6% |
| 6M | +52.0% | -59.5% | +111.6% | +58.3% |
| YTD | +35.1% | -62.8% | +98.0% | +41.0% |
| 1Y | +43.7% | -55.5% | +99.2% | +48.6% |
| 3Y | -20.9% | +25.7% | -46.6% | -24.5% |
| 5Y | -63.5% | -66.8% | +3.2% | -64.2% |
| All | -66.7% | -61.5% | -5.2% | -67.1% |
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 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