+19.4%
BRO vs ALHC
-32.8%
+52.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -7.3% | -6.9% | -0.5% | -6.9% |
| 30D | -6.9% | -6.7% | -0.1% | -6.4% |
| 3M | +10.7% | -37.7% | +48.4% | +13.9% |
| 6M | -2.7% | -30.0% | +27.3% | -1.3% |
| YTD | -16.3% | -36.2% | +19.8% | -14.6% |
| 1Y | -29.1% | -22.9% | -6.2% | -28.7% |
| 3Y | -7.8% | +138.4% | -146.2% | -18.4% |
| All | +19.4% | -32.8% | +52.2% | +8.6% |
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