-64.2%
BAX vs ALHC
-66.2%
+2.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.4% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +4.1% | -10.6% | +14.6% | +4.7% |
| 3M | -4.5% | -45.3% | +40.8% | -1.4% |
| 6M | +49.2% | -59.7% | +109.0% | +56.0% |
| YTD | +35.2% | -62.7% | +98.0% | +41.6% |
| 1Y | +38.3% | -56.1% | +94.4% | +43.6% |
| 3Y | -19.0% | +21.3% | -40.3% | -23.2% |
| All | -64.2% | -66.2% | +2.0% | -63.6% |
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 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