-4.7%
BN vs ALHC
-51.4%
+46.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.1% | -4.1% | +5.6% |
| 7D | +12.0% | -0.5% | +12.5% | +11.9% |
| 30D | +17.0% | -4.2% | +21.3% | +17.1% |
| 3M | -3.2% | -39.8% | +36.6% | -1.6% |
| 6M | -3.9% | -57.7% | +53.9% | -1.2% |
| YTD | -5.6% | -58.8% | +53.2% | -6.0% |
| 1Y | -4.7% | -52.4% | +47.6% | -8.4% |
| All | -4.7% | -51.4% | +46.7% | -8.4% |
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 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