+47.2%
BP vs ALHC
+28.2%
+19.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -0.8% | -5.5% | +4.8% | -0.9% |
| 30D | -3.1% | -4.9% | +1.8% | -3.2% |
| 3M | +6.2% | -41.7% | +47.9% | +5.2% |
| 6M | +4.8% | -55.2% | +60.0% | +3.4% |
| YTD | +35.2% | -61.1% | +96.2% | +33.3% |
| 1Y | +27.4% | -53.3% | +80.8% | +25.7% |
| All | +47.2% | +28.2% | +19.0% | +45.7% |
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