-66.0%
BAX vs ALHC
-59.6%
-6.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.6% | -5.5% | +4.9% | -0.3% |
| 30D | +6.3% | -4.9% | +11.2% | +6.5% |
| 3M | -4.6% | -41.7% | +37.2% | -2.1% |
| 6M | +50.4% | -55.2% | +105.6% | +55.7% |
| YTD | +38.0% | -61.1% | +99.1% | +43.6% |
| 1Y | +44.6% | -53.3% | +97.9% | +49.1% |
| 3Y | -15.1% | +28.2% | -43.3% | -19.0% |
| 5Y | -63.3% | -65.8% | +2.5% | -64.1% |
| All | -66.0% | -59.6% | -6.3% | -66.5% |
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 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