+24.2%
BR vs ALHC
-28.9%
+53.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.3% |
| 30D | +6.4% | -1.0% | +7.5% | +6.4% |
| 3M | +13.6% | -10.2% | +23.8% | +13.4% |
| 6M | -6.7% | -28.3% | +21.6% | -6.0% |
| YTD | -21.1% | -31.4% | +10.3% | -20.4% |
| 1Y | -29.6% | -16.9% | -12.6% | -30.0% |
| 3Y | -2.4% | +135.5% | -137.9% | -13.9% |
| 5Y | +11.2% | -33.6% | +44.9% | +2.5% |
| All | +24.2% | -28.9% | +53.2% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling