-56.7%
BBWI vs ALHC
-29.3%
-27.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | +1.6% | -1.0% | +2.5% | +1.7% |
| 30D | -6.2% | -6.3% | +0.1% | -5.4% |
| 3M | +4.3% | -12.3% | +16.7% | +4.9% |
| 6M | -7.2% | -27.0% | +19.8% | -4.7% |
| YTD | -3.0% | -31.8% | +28.8% | +0.1% |
| 1Y | -30.8% | -17.0% | -13.7% | -30.3% |
| 3Y | -43.4% | +159.8% | -203.2% | -54.4% |
| 5Y | -66.7% | -25.1% | -41.6% | -71.0% |
| All | -56.7% | -29.3% | -27.4% | -62.1% |
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 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