-9.7%
BDX vs ALHC
+141.7%
-151.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.3% | -1.0% | -3.3% | -4.2% |
| 30D | +1.3% | -6.3% | +7.6% | +1.5% |
| 3M | +20.2% | -12.3% | +32.6% | +20.3% |
| 6M | +8.6% | -27.0% | +35.6% | +9.4% |
| YTD | +19.0% | -31.8% | +50.8% | +20.0% |
| 1Y | +21.2% | -17.0% | +38.2% | +21.3% |
| 3Y | -9.7% | +159.8% | -169.6% | -13.3% |
| All | -9.7% | +141.7% | -151.4% | -13.3% |
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