+92.7%
BNS vs ALHC
-27.5%
+120.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -1.3% | -4.1% | +2.8% | -1.1% |
| 30D | +4.0% | -5.4% | +9.5% | +4.3% |
| 3M | +13.8% | -32.1% | +45.9% | +15.8% |
| 6M | +32.7% | -28.5% | +61.2% | +34.1% |
| YTD | +27.6% | -34.0% | +61.6% | +29.3% |
| 1Y | +47.4% | -20.9% | +68.3% | +47.9% |
| 3Y | +129.0% | +151.5% | -22.6% | +110.2% |
| 5Y | +92.7% | -28.8% | +121.5% | +80.7% |
| All | +92.7% | -27.5% | +120.2% | +80.7% |
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