+27.0%
BROS vs ALHC
-23.4%
+50.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -6.7% | -0.6% | -6.1% | -6.6% |
| 30D | -29.1% | -1.0% | -28.0% | -28.9% |
| 3M | -16.7% | -10.2% | -6.5% | -16.7% |
| 6M | -11.6% | -28.3% | +16.7% | -8.6% |
| YTD | -23.9% | -31.4% | +7.5% | -20.9% |
| 1Y | -34.8% | -16.9% | -17.9% | -35.1% |
| 3Y | +62.1% | +135.5% | -73.4% | +9.5% |
| All | +27.0% | -23.4% | +50.4% | +6.4% |
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