+104.6%
BB vs ALHC
-55.7%
+160.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.4% |
| 7D | +1.8% | +0.3% | +1.6% | +1.8% |
| 30D | +8.1% | -10.6% | +18.7% | +7.7% |
| 3M | -1.0% | -45.3% | +44.3% | -1.9% |
| 6M | +45.9% | -59.7% | +105.6% | +50.1% |
| YTD | +134.8% | -62.7% | +197.6% | +141.1% |
| 1Y | +104.6% | -56.1% | +160.7% | +112.8% |
| All | +104.6% | -55.7% | +160.3% | +112.8% |
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