-4.2%
BBY vs ALHC
-28.9%
+24.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +9.5% | -0.6% | +10.1% | +9.6% |
| 30D | +6.8% | -1.0% | +7.9% | +6.9% |
| 3M | +28.9% | -10.2% | +39.0% | +28.8% |
| 6M | +37.8% | -28.3% | +66.1% | +40.0% |
| YTD | +38.7% | -31.4% | +70.2% | +41.2% |
| 1Y | +23.7% | -16.9% | +40.6% | +23.6% |
| 3Y | +39.1% | +135.5% | -96.4% | +17.2% |
| 5Y | -0.4% | -33.6% | +33.2% | -10.3% |
| All | -4.2% | -28.9% | +24.7% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling