-35.2%
BROS vs ALHC
-55.7%
+20.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.8% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | -8.3% | -10.6% | +2.2% | -6.8% |
| 3M | -29.8% | -45.3% | +15.5% | -24.6% |
| 6M | -25.8% | -59.7% | +33.9% | -18.3% |
| YTD | -41.4% | -62.7% | +21.4% | -37.1% |
| 1Y | -35.2% | -56.1% | +20.9% | -36.3% |
| All | -35.2% | -55.7% | +20.5% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling