+109.4%
BTI vs ALHC
-28.9%
+138.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -6.6% | -1.0% | -5.6% | -6.6% |
| 3M | -3.0% | -10.2% | +7.2% | -3.0% |
| 6M | -6.7% | -28.3% | +21.6% | -6.2% |
| YTD | +0.6% | -31.4% | +32.0% | +1.1% |
| 1Y | +5.6% | -16.9% | +22.5% | +5.5% |
| 3Y | +110.3% | +135.5% | -25.2% | +103.3% |
| 5Y | +114.3% | -33.6% | +147.9% | +108.2% |
| All | +109.4% | -28.9% | +138.3% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling