-2.8%
BLK vs ALHC
-19.9%
+17.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -3.3% | -6.9% | +3.6% | -2.7% |
| 30D | -6.5% | -6.7% | +0.2% | -6.0% |
| 3M | +6.7% | -37.7% | +44.4% | +10.5% |
| 6M | +14.7% | -30.0% | +44.7% | +15.5% |
| YTD | +2.5% | -36.2% | +38.7% | +4.1% |
| 1Y | -2.8% | -22.9% | +20.1% | -4.0% |
| All | -2.8% | -19.9% | +17.2% | -4.0% |
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