-20.0%
BB vs ALHC
-28.9%
+8.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +126.5% |
| YTD | +103.2% | -31.4% | +134.6% | +108.6% |
| 1Y | +102.6% | -16.9% | +119.6% | +101.3% |
| 3Y | +37.5% | +135.5% | -98.0% | +4.0% |
| 5Y | -30.4% | -33.6% | +3.2% | -42.2% |
| All | -20.0% | -28.9% | +8.9% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling