-11.5%
BR vs ALHC
-53.4%
+41.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.9% | -5.5% | +7.4% | +1.8% |
| 30D | +15.9% | -4.9% | +20.8% | +15.8% |
| 3M | +13.7% | -41.7% | +55.4% | +11.9% |
| 6M | +31.0% | -55.2% | +86.2% | +28.0% |
| YTD | -12.0% | -61.1% | +49.1% | -15.4% |
| 1Y | -11.5% | -53.3% | +41.8% | -16.0% |
| All | -11.5% | -53.4% | +41.9% | -16.0% |
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