-9.2%
BB vs ALHC
-61.5%
+52.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.8% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | -0.3% | -14.2% | +13.8% | +1.2% |
| 3M | -0.5% | -45.1% | +44.7% | +6.0% |
| 6M | +45.9% | -59.5% | +105.4% | +59.4% |
| YTD | +130.6% | -62.8% | +193.4% | +152.8% |
| 1Y | +89.2% | -55.5% | +144.7% | +101.1% |
| 3Y | +137.5% | +25.7% | +111.8% | +93.9% |
| 5Y | -20.9% | -66.8% | +45.9% | -29.2% |
| All | -9.2% | -61.5% | +52.2% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling