+49.8%
BRO vs ALHC
-31.6%
+81.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | -7.6% | -4.1% | -3.5% | -7.4% |
| 30D | -6.9% | -5.4% | -1.4% | -6.5% |
| 3M | +12.8% | -32.1% | +44.9% | +15.2% |
| 6M | -5.9% | -28.5% | +22.6% | -4.7% |
| YTD | -15.9% | -34.0% | +18.1% | -14.4% |
| 1Y | -28.1% | -20.9% | -7.2% | -27.9% |
| 3Y | -7.0% | +151.5% | -158.6% | -16.8% |
| 5Y | +18.0% | -28.8% | +46.8% | +8.6% |
| All | +49.8% | -31.6% | +81.4% | +38.1% |
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 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