+25.1%
BROS vs ALHC
-23.8%
+48.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.9% | -1.0% | 0.0% | -0.7% |
| 30D | -13.5% | -6.3% | -7.1% | -12.4% |
| 3M | -18.4% | -12.3% | -6.1% | -18.0% |
| 6M | -10.6% | -27.0% | +16.4% | -7.9% |
| YTD | -25.1% | -31.8% | +6.8% | -22.0% |
| 1Y | -28.6% | -17.0% | -11.6% | -29.0% |
| 3Y | +65.6% | +159.8% | -94.3% | +8.2% |
| All | +25.1% | -23.8% | +48.9% | +4.9% |
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 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