+859.7%
BE vs ALHC
-28.9%
+888.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -0.6% | +20.6% | +20.1% |
| 30D | +7.9% | -1.0% | +8.9% | +8.0% |
| 3M | -13.2% | -10.2% | -3.1% | -12.6% |
| 6M | +53.5% | -28.3% | +81.7% | +60.5% |
| YTD | +191.0% | -31.4% | +222.5% | +206.7% |
| 1Y | +360.5% | -16.9% | +377.4% | +361.2% |
| 3Y | +1,568.0% | +135.5% | +1,432.5% | +979.6% |
| 5Y | +1,055.2% | -33.6% | +1,088.8% | +802.8% |
| All | +859.7% | -28.9% | +888.6% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling