+72.7%
BN vs ALHC
-28.9%
+101.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -9.5% | -1.0% | -8.5% | -9.5% |
| 3M | -10.4% | -10.2% | -0.2% | -10.5% |
| 6M | -6.4% | -28.3% | +21.9% | -4.8% |
| YTD | -11.9% | -31.4% | +19.6% | -10.2% |
| 1Y | -8.6% | -16.9% | +8.3% | -8.9% |
| 3Y | +77.6% | +135.5% | -57.9% | +48.7% |
| 5Y | +37.0% | -33.6% | +70.7% | +23.3% |
| All | +72.7% | -28.9% | +101.6% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling