+34.1%
BP vs ALHC
+136.3%
-102.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | +7.6% | -1.0% | +8.6% | +7.6% |
| 3M | +0.7% | -10.2% | +10.9% | +0.4% |
| 6M | +15.5% | -28.3% | +43.8% | +15.1% |
| YTD | +30.8% | -31.4% | +62.3% | +30.3% |
| 1Y | +34.3% | -16.9% | +51.2% | +33.9% |
| All | +34.1% | +136.3% | -102.2% | +33.8% |
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