+19.4%
BIL vs ALHC
-31.6%
+51.0%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +0.3% | -5.4% | +5.7% | +0.3% |
| 3M | +0.9% | -32.1% | +33.0% | +0.9% |
| 6M | +1.8% | -28.5% | +30.3% | +1.8% |
| YTD | +2.5% | -34.0% | +36.5% | +2.5% |
| 1Y | +3.7% | -20.9% | +24.6% | +3.7% |
| 3Y | +14.1% | +151.5% | -137.5% | +14.1% |
| 5Y | +19.4% | -28.8% | +48.3% | +19.4% |
| All | +19.4% | -31.6% | +51.0% | +19.4% |
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