+259.0%
BNY vs ALHC
-31.9%
+290.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | +1.4% | -3.3% | +4.7% | +1.6% |
| 3M | +16.8% | -37.9% | +54.7% | +19.8% |
| 6M | +42.0% | -29.5% | +71.5% | +43.7% |
| YTD | +41.9% | -35.4% | +77.3% | +44.3% |
| 1Y | +59.2% | -22.4% | +81.6% | +59.8% |
| 3Y | +290.9% | +146.3% | +144.6% | +249.4% |
| 5Y | +259.0% | -32.0% | +291.0% | +235.2% |
| All | +259.0% | -31.9% | +290.9% | +235.2% |
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