+603.7%
BE vs ALHC
-59.7%
+663.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -5.6% |
| 7D | -13.4% | +3.8% | -17.1% | -14.2% |
| 30D | -33.9% | +1.7% | -35.6% | -34.2% |
| 3M | -12.0% | -44.3% | +32.4% | -1.6% |
| 6M | -29.0% | -57.2% | +28.3% | -17.6% |
| YTD | +113.4% | -61.2% | +174.6% | +150.4% |
| 1Y | +33.2% | -53.2% | +86.3% | +49.1% |
| 3Y | +1,659.2% | +27.8% | +1,631.4% | +1,205.0% |
| 5Y | +461.4% | -65.4% | +526.8% | +399.5% |
| All | +603.7% | -59.7% | +663.4% | +465.6% |
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 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