+18.0%
BR vs ALHC
-62.5%
+80.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +4.4% | +3.9% | +0.6% | +4.1% |
| 30D | +16.3% | -3.6% | +19.9% | +16.4% |
| 3M | +16.2% | -49.4% | +65.6% | +20.0% |
| 6M | +30.3% | -59.5% | +89.8% | +35.2% |
| YTD | -12.2% | -63.2% | +51.0% | -8.8% |
| 1Y | -11.3% | -55.5% | +44.2% | -9.2% |
| 3Y | +15.2% | +23.0% | -7.8% | +4.0% |
| 5Y | +18.0% | -65.7% | +83.8% | +14.7% |
| All | +18.0% | -62.5% | +80.6% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling