+11.6%
BBY vs ALHC
-61.4%
+73.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +16.8% | -10.6% | +27.4% | +17.8% |
| 3M | +23.2% | -45.3% | +68.5% | +29.0% |
| 6M | +91.9% | -59.7% | +151.6% | +104.1% |
| YTD | +61.6% | -62.7% | +124.4% | +72.4% |
| 1Y | +43.9% | -56.1% | +100.0% | +51.1% |
| 3Y | +88.6% | +21.3% | +67.4% | +68.6% |
| 5Y | -3.1% | -66.0% | +62.9% | -8.3% |
| All | +11.6% | -61.4% | +73.0% | +5.5% |
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