-65.9%
BAX vs ALHC
-61.8%
-4.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +9.0% | +3.9% | +5.2% | +8.8% |
| 30D | +8.5% | -3.6% | +12.1% | +8.6% |
| 3M | -4.1% | -49.4% | +45.3% | -0.8% |
| 6M | +46.9% | -59.5% | +106.4% | +53.0% |
| YTD | +38.4% | -63.2% | +101.6% | +44.4% |
| 1Y | +47.0% | -55.5% | +102.5% | +52.1% |
| 3Y | -14.9% | +23.0% | -38.0% | -18.6% |
| 5Y | -62.5% | -65.7% | +3.2% | -63.2% |
| All | -65.9% | -61.8% | -4.0% | -66.3% |
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 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