+20.8%
BR vs ALHC
-31.6%
+52.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -5.0% | -4.1% | -0.9% | -4.8% |
| 30D | -2.5% | -5.4% | +3.0% | -2.2% |
| 3M | +13.5% | -32.1% | +45.6% | +15.2% |
| 6M | -9.4% | -28.5% | +19.1% | -8.7% |
| YTD | -23.3% | -34.0% | +10.7% | -22.5% |
| 1Y | -31.6% | -20.9% | -10.7% | -31.8% |
| 3Y | -5.1% | +151.5% | -156.6% | -17.0% |
| 5Y | +8.2% | -28.8% | +37.0% | -0.3% |
| All | +20.8% | -31.6% | +52.4% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling