+297.9%
BNY vs ALHC
-33.8%
+331.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.3% | -6.9% | +5.5% | -0.9% |
| 30D | -0.2% | -6.7% | +6.6% | +0.2% |
| 3M | +14.9% | -37.7% | +52.6% | +17.6% |
| 6M | +40.0% | -30.0% | +70.0% | +41.6% |
| YTD | +42.0% | -36.2% | +78.1% | +44.2% |
| 1Y | +56.9% | -22.9% | +79.7% | +57.5% |
| 3Y | +289.9% | +138.4% | +151.5% | +254.9% |
| 5Y | +259.2% | -32.8% | +292.0% | +236.1% |
| All | +297.9% | -33.8% | +331.7% | +268.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling