+298.0%
BNY vs ALHC
-29.3%
+327.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +1.5% | -1.0% | +2.4% | +1.5% |
| 30D | +3.3% | -6.3% | +9.7% | +3.7% |
| 3M | +15.3% | -12.3% | +27.6% | +15.5% |
| 6M | +42.5% | -27.0% | +69.5% | +43.8% |
| YTD | +42.0% | -31.8% | +73.9% | +43.8% |
| 1Y | +59.3% | -17.0% | +76.3% | +59.3% |
| 3Y | +291.2% | +159.8% | +131.4% | +254.3% |
| 5Y | +252.1% | -25.1% | +277.2% | +228.4% |
| All | +298.0% | -29.3% | +327.3% | +266.9% |
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