+289.7%
BNY vs ALHC
+146.3%
+143.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -1.1% | -5.8% | +4.7% | -0.9% |
| 30D | +1.4% | -3.3% | +4.7% | +1.5% |
| 3M | +16.8% | -37.9% | +54.7% | +18.5% |
| 6M | +42.0% | -29.5% | +71.5% | +43.1% |
| YTD | +41.9% | -35.4% | +77.3% | +43.4% |
| 1Y | +59.2% | -22.4% | +81.6% | +59.9% |
| All | +289.7% | +146.3% | +143.4% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling