-7.4%
BN vs ALHC
-52.7%
+45.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.9% | -1.6% |
| 7D | +4.3% | +3.8% | +0.5% | +4.2% |
| 30D | +14.3% | +1.7% | +12.6% | +14.2% |
| 3M | -4.1% | -44.3% | +40.2% | -2.1% |
| 6M | -9.7% | -57.2% | +47.6% | -7.6% |
| YTD | -7.1% | -61.2% | +54.0% | -7.5% |
| 1Y | -7.4% | -53.2% | +45.7% | -12.3% |
| All | -7.4% | -52.7% | +45.3% | -12.3% |
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