-29.7%
BTDR vs ALHC
-65.3%
+35.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.7% |
| 7D | +7.7% | -5.5% | +13.2% | +8.2% |
| 30D | -24.1% | -4.9% | -19.1% | -23.7% |
| 3M | -19.1% | -41.7% | +22.6% | -16.3% |
| 6M | -46.6% | -55.2% | +8.6% | -43.9% |
| YTD | -37.3% | -61.1% | +23.8% | -33.8% |
| 1Y | -53.2% | -53.3% | +0.1% | -51.2% |
| 3Y | +77.1% | +28.2% | +48.9% | +71.2% |
| 5Y | -29.7% | -65.8% | +36.1% | -27.3% |
| All | -29.7% | -65.3% | +35.6% | -27.3% |
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 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