-50.3%
BBWI vs ALHC
-59.6%
+9.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -7.7% | -5.5% | -2.2% | -7.0% |
| 30D | +24.8% | -4.9% | +29.7% | +25.4% |
| 3M | +16.2% | -41.7% | +58.0% | +23.8% |
| 6M | +15.8% | -55.2% | +71.0% | +26.0% |
| YTD | +11.4% | -61.1% | +72.5% | +22.8% |
| 1Y | +3.2% | -53.3% | +56.5% | +11.2% |
| 3Y | -23.5% | +28.2% | -51.7% | -32.1% |
| 5Y | -67.4% | -65.8% | -1.6% | -69.4% |
| All | -50.3% | -59.6% | +9.4% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling