+60.8%
BEN vs ALHC
-61.8%
+122.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | +12.2% | +3.9% | +8.3% | +11.8% |
| 30D | +12.1% | -3.6% | +15.7% | +12.4% |
| 3M | +7.3% | -49.4% | +56.7% | +13.7% |
| 6M | +17.9% | -59.5% | +77.3% | +26.1% |
| YTD | +55.4% | -63.2% | +118.6% | +67.2% |
| 1Y | +69.3% | -55.5% | +124.8% | +78.6% |
| 3Y | +82.8% | +23.0% | +59.8% | +65.0% |
| 5Y | +28.8% | -65.7% | +94.5% | +24.2% |
| All | +60.8% | -61.8% | +122.6% | +45.3% |
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