+36.6%
BP vs ALHC
-51.4%
+88.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.1% | -14.3% | -3.7% |
| 7D | -8.4% | -0.5% | -7.9% | -8.3% |
| 30D | +2.2% | -4.2% | +6.5% | +2.2% |
| 3M | +8.8% | -39.8% | +48.6% | +6.3% |
| 6M | -0.5% | -57.7% | +57.2% | -3.8% |
| YTD | +36.2% | -58.8% | +95.0% | +31.2% |
| 1Y | +36.6% | -52.4% | +88.9% | +34.0% |
| All | +36.6% | -51.4% | +88.0% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling