+1,616.9%
BE vs ALHC
+21.9%
+1,595.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.7% |
| 7D | -14.7% | +1.0% | -15.7% | -14.7% |
| 30D | -40.5% | -14.2% | -26.4% | -39.6% |
| 3M | -24.3% | -45.1% | +20.8% | -20.3% |
| 6M | -39.3% | -59.5% | +20.2% | -34.2% |
| YTD | +99.4% | -62.8% | +162.2% | +116.3% |
| 1Y | +26.6% | -55.5% | +82.1% | +35.4% |
| 3Y | +1,616.9% | +25.7% | +1,591.3% | +1,473.6% |
| All | +1,616.9% | +21.9% | +1,595.0% | +1,473.6% |
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 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