+95.3%
BNS vs ALHC
-60.6%
+155.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +2.7% | -9.6% | +12.4% | +3.2% |
| 3M | +3.5% | -44.5% | +48.0% | +6.2% |
| 6M | +22.1% | -59.2% | +81.3% | +26.5% |
| YTD | +29.5% | -62.0% | +91.5% | +34.3% |
| 1Y | +40.7% | -54.8% | +95.5% | +44.7% |
| 3Y | +148.6% | +25.0% | +123.6% | +137.6% |
| 5Y | +79.6% | -65.3% | +144.9% | +74.9% |
| All | +95.3% | -60.6% | +155.9% | +85.8% |
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