+24.7%
BTDR vs ALHC
-27.5%
+52.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.5% |
| 7D | +14.8% | -4.1% | +18.9% | +15.1% |
| 30D | +41.8% | -5.4% | +47.2% | +42.2% |
| 3M | -29.2% | -32.1% | +3.0% | -27.5% |
| 6M | +66.2% | -28.5% | +94.7% | +68.8% |
| YTD | +10.0% | -34.0% | +44.0% | +12.2% |
| 1Y | -11.0% | -20.9% | +10.0% | -10.2% |
| 3Y | +6.9% | +151.5% | -144.6% | -0.1% |
| 5Y | +24.7% | -28.8% | +53.5% | +19.2% |
| All | +24.7% | -27.5% | +52.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling