+64.9%
BLK vs ALHC
-29.3%
+94.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -3.1% | -6.3% | +3.2% | -2.7% |
| 3M | +10.7% | -12.3% | +23.0% | +10.9% |
| 6M | +15.9% | -27.0% | +42.9% | +17.3% |
| YTD | +4.0% | -31.8% | +35.9% | +5.8% |
| 1Y | +1.3% | -17.0% | +18.3% | +1.3% |
| 3Y | +69.6% | +159.8% | -90.3% | +48.3% |
| 5Y | +33.8% | -25.1% | +58.9% | +25.2% |
| All | +64.9% | -29.3% | +94.2% | +50.9% |
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