+97.4%
BB vs ALHC
-52.7%
+150.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.8% |
| 7D | +11.6% | +3.8% | +7.8% | +11.7% |
| 30D | +2.6% | +1.7% | +0.9% | +2.7% |
| 3M | +3.5% | -44.3% | +47.9% | +2.5% |
| 6M | +43.5% | -57.2% | +100.7% | +47.5% |
| YTD | +141.2% | -61.2% | +202.3% | +147.1% |
| 1Y | +97.4% | -53.2% | +150.6% | +106.2% |
| All | +97.4% | -52.7% | +150.1% | +106.2% |
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