+107.5%
BHP vs ALHC
-31.6%
+139.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | +4.0% | -5.4% | +9.5% | +4.3% |
| 3M | +11.3% | -32.1% | +43.4% | +12.9% |
| 6M | +29.3% | -28.5% | +57.8% | +30.6% |
| YTD | +59.2% | -34.0% | +93.2% | +61.1% |
| 1Y | +80.8% | -20.9% | +101.8% | +81.5% |
| 3Y | +88.0% | +151.5% | -63.6% | +72.3% |
| 5Y | +126.6% | -28.8% | +155.5% | +113.4% |
| All | +107.5% | -31.6% | +139.1% | +91.6% |
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