-65.9%
BBWI vs ALHC
-33.5%
-32.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -5.2% | -1.0% | -4.2% | -5.1% |
| 3M | +11.1% | -10.2% | +21.3% | +11.3% |
| 6M | -13.4% | -28.3% | +14.9% | -10.7% |
| YTD | +0.1% | -31.4% | +31.5% | +3.5% |
| 1Y | -36.1% | -16.9% | -19.2% | -35.7% |
| 3Y | -44.1% | +135.5% | -179.6% | -55.5% |
| All | -65.9% | -33.5% | -32.4% | -69.4% |
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 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