-1.8%
BROS vs ALHC
-58.9%
+57.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.8% |
| 7D | -17.9% | +3.9% | -21.8% | -18.3% |
| 30D | -5.4% | -3.6% | -1.7% | -4.7% |
| 3M | -32.1% | -49.4% | +17.3% | -23.3% |
| 6M | -31.7% | -59.5% | +27.8% | -21.5% |
| YTD | -41.2% | -63.2% | +22.0% | -31.8% |
| 1Y | -32.6% | -55.5% | +22.9% | -25.0% |
| 3Y | +32.7% | +23.0% | +9.7% | +3.4% |
| 5Y | -44.2% | -65.7% | +21.5% | -48.8% |
| All | -1.8% | -58.9% | +57.0% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling