+84.4%
BN vs ALHC
-61.8%
+146.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | +3.6% | +3.9% | -0.2% | +3.3% |
| 30D | +15.9% | -3.6% | +19.5% | +16.1% |
| 3M | -2.3% | -49.4% | +47.1% | +3.3% |
| 6M | -8.4% | -59.5% | +51.0% | -2.3% |
| YTD | -5.9% | -63.2% | +57.3% | +0.9% |
| 1Y | -5.6% | -55.5% | +49.9% | -0.9% |
| 3Y | +104.2% | +23.0% | +81.2% | +81.8% |
| 5Y | +35.5% | -65.7% | +101.2% | +28.7% |
| All | +84.4% | -61.8% | +146.3% | +70.1% |
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