+54.1%
BEN vs ALHC
-28.9%
+83.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +9.7% | -10.2% | +19.9% | +9.6% |
| 6M | +33.9% | -28.3% | +62.2% | +36.3% |
| YTD | +49.0% | -31.4% | +80.4% | +52.0% |
| 1Y | +42.1% | -16.9% | +59.0% | +42.0% |
| 3Y | +51.9% | +135.5% | -83.6% | +28.9% |
| 5Y | +39.0% | -33.6% | +72.7% | +26.8% |
| All | +54.1% | -28.9% | +83.0% | +32.1% |
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