+27.7%
BDX vs ALHC
-61.4%
+89.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +15.4% | -10.6% | +26.0% | +15.9% |
| 3M | +20.5% | -45.3% | +65.8% | +23.2% |
| 6M | +53.2% | -59.7% | +112.9% | +57.9% |
| YTD | +45.7% | -62.7% | +108.4% | +50.4% |
| 1Y | +47.3% | -56.1% | +103.4% | +51.0% |
| 3Y | +25.1% | +21.3% | +3.8% | +21.8% |
| 5Y | +27.4% | -66.0% | +93.4% | +25.1% |
| All | +27.7% | -61.4% | +89.1% | +24.1% |
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 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