+63.7%
BN vs ALHC
-33.8%
+97.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -5.2% | -6.9% | +1.7% | -4.5% |
| 30D | -14.5% | -6.7% | -7.7% | -13.9% |
| 3M | -15.0% | -37.7% | +22.7% | -11.7% |
| 6M | -5.4% | -30.0% | +24.6% | -3.7% |
| YTD | -16.4% | -36.2% | +19.7% | -14.3% |
| 1Y | -16.2% | -22.9% | +6.6% | -15.9% |
| 3Y | +67.5% | +138.4% | -70.8% | +39.7% |
| 5Y | +34.1% | -32.8% | +66.9% | +21.1% |
| All | +63.7% | -33.8% | +97.5% | +44.5% |
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