-28.9%
BB vs ALHC
-33.5%
+4.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | -11.8% | -1.0% | -10.8% | -11.8% |
| 3M | -25.5% | -10.2% | -15.4% | -25.4% |
| 6M | +121.3% | -28.3% | +149.5% | +126.8% |
| YTD | +103.2% | -31.4% | +134.6% | +109.0% |
| 1Y | +102.6% | -16.9% | +119.6% | +101.0% |
| 3Y | +37.5% | +135.5% | -98.0% | +0.1% |
| All | -28.9% | -33.5% | +4.6% | -42.1% |
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