+86.5%
BTDR vs ALHC
+28.2%
+58.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.6% |
| 7D | +7.7% | -5.5% | +13.2% | +8.7% |
| 30D | -24.1% | -4.9% | -19.1% | -23.4% |
| 3M | -19.1% | -41.7% | +22.6% | -13.4% |
| 6M | -46.6% | -55.2% | +8.6% | -41.1% |
| YTD | -37.3% | -61.1% | +23.8% | -30.1% |
| 1Y | -53.2% | -53.3% | +0.1% | -49.4% |
| All | +86.5% | +28.2% | +58.3% | -2.3% |
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 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