-67.7%
BBWI vs ALHC
-64.2%
-3.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.8% |
| 7D | -6.2% | +1.0% | -7.2% | -6.3% |
| 30D | +19.9% | -14.2% | +34.1% | +22.2% |
| 3M | +7.1% | -45.1% | +52.3% | +15.7% |
| 6M | +13.7% | -59.5% | +73.2% | +26.4% |
| YTD | +9.6% | -62.8% | +72.4% | +22.6% |
| 1Y | -1.6% | -55.5% | +53.8% | +7.3% |
| 3Y | -25.9% | +25.7% | -51.6% | -35.6% |
| All | -67.7% | -64.2% | -3.5% | -68.0% |
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 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