-5.6%
BRO vs ALHC
-51.4%
+45.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -6.0% | +3.5% |
| 7D | +12.2% | -0.5% | +12.6% | +12.1% |
| 30D | +21.3% | -4.2% | +25.5% | +21.4% |
| 3M | +4.1% | -39.8% | +43.9% | +6.9% |
| 6M | +28.9% | -57.7% | +86.6% | +34.1% |
| YTD | -6.6% | -58.8% | +52.2% | -0.3% |
| 1Y | -5.6% | -52.4% | +46.8% | -0.1% |
| All | -5.6% | -51.4% | +45.9% | -0.1% |
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