+107.5%
BTI vs ALHC
-33.0%
+140.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.0% |
| 7D | -2.0% | -5.8% | +3.8% | -1.8% |
| 30D | -3.4% | -3.3% | -0.1% | -3.3% |
| 3M | -9.0% | -37.9% | +28.9% | -7.9% |
| 6M | -5.0% | -29.5% | +24.5% | -4.5% |
| YTD | -0.3% | -35.4% | +35.1% | +0.4% |
| 1Y | +3.1% | -22.4% | +25.5% | +3.3% |
| 3Y | +111.0% | +146.3% | -35.4% | +104.0% |
| 5Y | +117.0% | -32.0% | +149.0% | +111.1% |
| All | +107.5% | -33.0% | +140.6% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling