+134.6%
BTI vs ALHC
-60.6%
+195.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | +9.7% | -9.6% | +19.3% | +10.0% |
| 3M | +11.1% | -44.5% | +55.6% | +12.8% |
| 6M | -1.2% | -59.2% | +58.0% | +0.9% |
| YTD | +12.7% | -62.0% | +74.7% | +15.1% |
| 1Y | +15.8% | -54.8% | +70.6% | +17.7% |
| 3Y | +148.9% | +25.0% | +123.9% | +144.6% |
| 5Y | +151.9% | -65.3% | +217.3% | +149.5% |
| All | +134.6% | -60.6% | +195.2% | +120.8% |
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