+103.9%
BB vs ALHC
-14.5%
+118.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +0.5% | -1.0% | +1.5% | +0.5% |
| 30D | -12.4% | -6.3% | -6.0% | -12.3% |
| 3M | -15.3% | -12.3% | -3.0% | -12.4% |
| 6M | +128.8% | -27.0% | +155.8% | +135.6% |
| YTD | +107.7% | -31.8% | +139.5% | +113.4% |
| 1Y | +103.9% | -17.0% | +120.9% | +102.2% |
| All | +103.9% | -14.5% | +118.4% | +102.2% |
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