+82.5%
BHP vs ALHC
-59.7%
+142.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.3% |
| 7D | +3.8% | +3.8% | 0.0% | +3.6% |
| 30D | -6.5% | +1.7% | -8.1% | -6.6% |
| 3M | -8.5% | -44.3% | +35.8% | -6.5% |
| 6M | -2.2% | -57.2% | +55.1% | +0.8% |
| YTD | +40.0% | -61.2% | +101.2% | +44.5% |
| 1Y | +51.3% | -53.2% | +104.5% | +54.8% |
| 3Y | +56.5% | +27.8% | +28.7% | +48.1% |
| 5Y | +130.2% | -65.4% | +195.6% | +122.9% |
| All | +82.5% | -59.7% | +142.2% | +71.8% |
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