-13.1%
BR vs ALHC
-51.4%
+38.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.1% | -7.1% | +3.1% |
| 7D | +7.0% | -0.5% | +7.5% | +6.9% |
| 30D | +19.0% | -4.2% | +23.2% | +18.9% |
| 3M | +13.1% | -39.8% | +52.9% | +11.3% |
| 6M | +24.6% | -57.7% | +82.4% | +21.8% |
| YTD | -13.6% | -58.8% | +45.2% | -16.9% |
| 1Y | -13.1% | -52.4% | +39.2% | -16.9% |
| All | -13.1% | -51.4% | +38.3% | -16.9% |
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 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