+96.0%
BNS vs ALHC
-28.9%
+124.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +6.0% | -1.0% | +7.0% | +6.0% |
| 3M | +16.3% | -10.2% | +26.5% | +16.5% |
| 6M | +28.8% | -28.3% | +57.0% | +30.0% |
| YTD | +30.0% | -31.4% | +61.4% | +31.4% |
| 1Y | +50.7% | -16.9% | +67.6% | +50.8% |
| 3Y | +125.4% | +135.5% | -10.1% | +109.0% |
| 5Y | +94.2% | -33.6% | +127.9% | +84.0% |
| All | +96.0% | -28.9% | +124.9% | +81.7% |
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 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