+83.0%
BNS vs ALHC
-65.3%
+148.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -3.2% | -5.5% | +2.3% | -2.9% |
| 30D | +5.1% | -4.9% | +10.0% | +5.3% |
| 3M | +6.0% | -41.7% | +47.7% | +8.6% |
| 6M | +23.4% | -55.2% | +78.5% | +27.5% |
| YTD | +30.4% | -61.1% | +91.5% | +35.5% |
| 1Y | +44.0% | -53.3% | +97.3% | +48.1% |
| 3Y | +150.3% | +28.2% | +122.2% | +137.4% |
| 5Y | +83.0% | -65.8% | +148.8% | +79.6% |
| All | +83.0% | -65.3% | +148.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling