+60.7%
BEN vs ALHC
-60.6%
+121.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | +11.3% | -0.8% | +12.1% | +11.4% |
| 30D | +15.0% | -9.6% | +24.6% | +16.0% |
| 3M | +7.8% | -44.5% | +52.4% | +13.3% |
| 6M | +15.5% | -59.2% | +74.7% | +23.6% |
| YTD | +55.4% | -62.0% | +117.4% | +66.7% |
| 1Y | +63.3% | -54.8% | +118.1% | +71.9% |
| 3Y | +83.4% | +25.0% | +58.4% | +65.3% |
| 5Y | +28.1% | -65.3% | +93.4% | +23.3% |
| All | +60.7% | -60.6% | +121.4% | +44.8% |
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