+1,803.2%
BE vs ALHC
+25.0%
+1,778.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.3% |
| 7D | +20.5% | -0.8% | +21.3% | +20.6% |
| 30D | -23.4% | -9.6% | -13.7% | -22.4% |
| 3M | -14.9% | -44.5% | +29.7% | -10.1% |
| 6M | -28.1% | -59.2% | +31.1% | -21.8% |
| YTD | +132.4% | -62.0% | +194.4% | +152.6% |
| 1Y | +59.4% | -54.8% | +114.2% | +70.5% |
| All | +1,803.2% | +25.0% | +1,778.2% | +1,406.0% |
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 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