+7.4%
BAX vs ALHC
-14.0%
+21.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.1% | -0.6% | -0.6% | -1.1% |
| 30D | -5.5% | -1.0% | -4.4% | -5.4% |
| 3M | +33.5% | -10.2% | +43.7% | +31.8% |
| 6M | +35.9% | -28.3% | +64.1% | +38.1% |
| YTD | +35.4% | -31.4% | +66.8% | +33.8% |
| All | +7.4% | -14.0% | +21.4% | +3.7% |
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