+87.5%
BBY vs ALHC
+25.0%
+62.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | +17.6% | -9.6% | +27.2% | +18.2% |
| 3M | +25.9% | -44.5% | +70.4% | +29.5% |
| 6M | +85.1% | -59.2% | +144.3% | +92.0% |
| YTD | +60.6% | -62.0% | +122.6% | +66.9% |
| 1Y | +40.2% | -54.8% | +95.0% | +44.4% |
| All | +87.5% | +25.0% | +62.5% | +65.1% |
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