-1.5%
BBY vs ALHC
-27.5%
+26.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.1% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | +6.8% | -5.4% | +12.2% | +7.3% |
| 3M | +18.7% | -32.1% | +50.9% | +22.4% |
| 6M | +37.3% | -28.5% | +65.8% | +39.7% |
| YTD | +35.3% | -34.0% | +69.3% | +38.5% |
| 1Y | +20.7% | -20.9% | +41.6% | +21.0% |
| 3Y | +39.4% | +151.5% | -112.1% | +11.8% |
| 5Y | -1.5% | -28.8% | +27.4% | -3.6% |
| All | -1.5% | -27.5% | +26.0% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling