+24.5%
BDX vs ALHC
-59.7%
+84.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.5% |
| 7D | +7.3% | +3.8% | +3.5% | +7.1% |
| 30D | +15.7% | +1.7% | +14.0% | +15.5% |
| 3M | +19.1% | -44.3% | +63.4% | +21.6% |
| 6M | +44.1% | -57.2% | +101.4% | +48.2% |
| YTD | +42.1% | -61.2% | +103.2% | +46.4% |
| 1Y | +52.6% | -53.2% | +105.8% | +56.0% |
| 3Y | +22.6% | +27.8% | -5.3% | +19.1% |
| 5Y | +23.3% | -65.4% | +88.7% | +20.8% |
| All | +24.5% | -59.7% | +84.3% | +20.8% |
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