-11.1%
BN vs ALHC
-14.5%
+3.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | -10.9% | -6.3% | -4.6% | -10.6% |
| 3M | -11.1% | -12.3% | +1.2% | -11.7% |
| 6M | -4.4% | -27.0% | +22.6% | -4.5% |
| YTD | -14.1% | -31.8% | +17.7% | -15.3% |
| 1Y | -11.1% | -17.0% | +6.0% | -15.0% |
| All | -11.1% | -14.5% | +3.5% | -15.0% |
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