+103.4%
BHP vs ALHC
-28.9%
+132.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | +4.1% | -10.2% | +14.2% | +4.2% |
| 6M | +20.6% | -28.3% | +48.9% | +21.7% |
| YTD | +56.1% | -31.4% | +87.5% | +57.7% |
| 1Y | +69.6% | -16.9% | +86.5% | +69.8% |
| 3Y | +78.8% | +135.5% | -56.7% | +64.7% |
| 5Y | +113.1% | -33.6% | +146.7% | +102.0% |
| All | +103.4% | -28.9% | +132.3% | +87.5% |
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