-50.2%
BBWI vs ALHC
-61.8%
+11.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | -6.2% | +3.9% | -10.0% | -6.6% |
| 30D | +25.5% | -3.6% | +29.1% | +25.9% |
| 3M | +8.0% | -49.4% | +57.4% | +17.2% |
| 6M | +12.7% | -59.5% | +72.1% | +24.3% |
| YTD | +11.6% | -63.2% | +74.8% | +24.0% |
| 1Y | -0.9% | -55.5% | +54.6% | +7.5% |
| 3Y | -22.7% | +23.0% | -45.7% | -31.0% |
| 5Y | -67.2% | -65.7% | -1.5% | -69.0% |
| All | -50.2% | -61.8% | +11.7% | -53.0% |
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