+43.7%
BAX vs ALHC
-56.7%
+100.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.9% |
| 7D | +12.1% | +1.0% | +11.2% | +12.0% |
| 30D | +7.6% | -14.2% | +21.7% | +9.0% |
| 3M | -4.5% | -45.1% | +40.7% | +1.3% |
| 6M | +52.0% | -59.5% | +111.6% | +63.9% |
| YTD | +35.1% | -62.8% | +98.0% | +41.2% |
| 1Y | +43.7% | -55.5% | +99.2% | +40.1% |
| All | +43.7% | -56.7% | +100.4% | +40.1% |
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 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