-3.6%
BBY vs ALHC
-33.8%
+30.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +0.6% | -6.9% | +7.5% | +1.2% |
| 30D | +9.4% | -6.7% | +16.1% | +10.0% |
| 3M | +19.3% | -37.7% | +57.0% | +23.5% |
| 6M | +47.9% | -30.0% | +77.9% | +50.5% |
| YTD | +39.6% | -36.2% | +75.7% | +42.9% |
| 1Y | +22.2% | -22.9% | +45.1% | +22.8% |
| 3Y | +45.0% | +138.4% | -93.4% | +21.6% |
| 5Y | +2.6% | -32.8% | +35.4% | -6.5% |
| All | -3.6% | -33.8% | +30.2% | -12.5% |
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