+78.8%
BHP vs ALHC
-61.4%
+140.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -4.5% | -10.6% | +6.0% | -4.1% |
| 3M | -6.9% | -45.3% | +38.4% | -4.7% |
| 6M | -10.6% | -59.7% | +49.2% | -7.6% |
| YTD | +37.2% | -62.7% | +99.9% | +41.9% |
| 1Y | +48.0% | -56.1% | +104.1% | +51.9% |
| 3Y | +52.6% | +21.3% | +31.3% | +44.7% |
| 5Y | +116.5% | -66.0% | +182.4% | +109.9% |
| All | +78.8% | -61.4% | +140.2% | +68.7% |
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