+49.1%
BAX vs ALHC
-55.2%
+104.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +9.0% | +3.9% | +5.2% | +8.6% |
| 30D | +8.5% | -3.6% | +12.1% | +8.8% |
| 3M | -4.1% | -49.4% | +45.3% | +2.8% |
| 6M | +46.9% | -59.5% | +106.4% | +58.3% |
| YTD | +38.4% | -63.2% | +101.6% | +44.8% |
| All | +49.1% | -55.2% | +104.2% | +44.6% |
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