-65.8%
BAX vs ALHC
-33.5%
-32.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.7% |
| 6M | +35.9% | -28.3% | +64.1% | +37.4% |
| YTD | +35.4% | -31.4% | +66.8% | +37.0% |
| 1Y | +9.8% | -16.9% | +26.7% | +10.1% |
| 3Y | -32.7% | +135.5% | -168.2% | -38.4% |
| All | -65.8% | -33.5% | -32.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling