+635.8%
BE vs ALHC
-61.8%
+697.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.1% |
| 7D | -1.2% | +3.9% | -5.1% | -2.0% |
| 30D | -30.9% | -3.6% | -27.2% | -30.3% |
| 3M | -11.6% | -49.4% | +37.8% | +1.0% |
| 6M | -25.7% | -59.5% | +33.7% | -12.8% |
| YTD | +123.1% | -63.2% | +186.3% | +165.2% |
| 1Y | +43.4% | -55.5% | +98.9% | +62.4% |
| 3Y | +1,683.6% | +23.0% | +1,660.6% | +1,232.9% |
| 5Y | +465.4% | -65.7% | +531.1% | +406.6% |
| All | +635.8% | -61.8% | +697.6% | +499.0% |
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