-2.1%
BROS vs ALHC
-58.3%
+56.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.9% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | -8.3% | -10.6% | +2.2% | -6.4% |
| 3M | -29.8% | -45.3% | +15.5% | -22.0% |
| 6M | -25.8% | -59.7% | +33.9% | -14.6% |
| YTD | -41.4% | -62.7% | +21.4% | -32.2% |
| 1Y | -35.2% | -56.1% | +20.9% | -27.7% |
| 3Y | +32.8% | +21.3% | +11.5% | +4.1% |
| 5Y | -42.2% | -66.0% | +23.8% | -47.4% |
| All | -2.1% | -58.3% | +56.2% | -8.7% |
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