+42.6%
BBY vs ALHC
+159.8%
-117.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | +8.1% | -1.0% | +9.1% | +8.2% |
| 30D | +8.9% | -6.3% | +15.3% | +9.3% |
| 3M | +22.0% | -12.3% | +34.4% | +22.0% |
| 6M | +37.8% | -27.0% | +64.8% | +39.0% |
| YTD | +37.3% | -31.8% | +69.2% | +38.9% |
| 1Y | +21.6% | -17.0% | +38.6% | +21.6% |
| All | +42.6% | +159.8% | -117.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling