+34.5%
BBY vs ALHC
-51.4%
+85.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.1% | -2.2% | +7.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | +16.0% | -4.2% | +20.2% | +16.1% |
| 3M | +18.6% | -39.8% | +58.4% | +22.2% |
| 6M | +80.1% | -57.7% | +137.8% | +88.3% |
| YTD | +57.4% | -58.8% | +116.2% | +60.4% |
| 1Y | +34.5% | -52.4% | +86.9% | +27.2% |
| All | +34.5% | -51.4% | +85.9% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling