+9.9%
BTDR vs ALHC
+141.7%
-131.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +22.4% | -1.0% | +23.4% | +22.5% |
| 30D | +16.5% | -6.3% | +22.8% | +17.3% |
| 3M | -31.5% | -12.3% | -19.2% | -30.5% |
| 6M | +74.0% | -27.0% | +101.0% | +78.2% |
| YTD | +13.0% | -31.8% | +44.9% | +16.5% |
| 1Y | -0.2% | -17.0% | +16.8% | +0.3% |
| 3Y | +9.9% | +159.8% | -150.0% | -49.1% |
| All | +9.9% | +141.7% | -131.8% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling