-98.4%
BIYA vs ALHC
-14.5%
-83.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | -18.7% | -6.3% | -12.4% | -17.9% |
| 3M | -72.0% | -12.3% | -59.7% | -74.1% |
| 6M | -86.4% | -27.0% | -59.4% | -84.9% |
| YTD | -94.2% | -31.8% | -62.3% | -93.4% |
| 1Y | -98.4% | -17.0% | -81.4% | -98.0% |
| All | -98.4% | -14.5% | -83.9% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling