+115.9%
BTSG vs ALHC
-52.7%
+168.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +3.9% |
| 7D | +3.8% | +3.8% | 0.0% | +3.1% |
| 30D | +13.7% | +1.7% | +12.1% | +12.8% |
| 3M | +18.0% | -44.3% | +62.3% | +30.5% |
| 6M | +32.2% | -57.2% | +89.4% | +54.0% |
| YTD | +93.6% | -61.2% | +154.7% | +121.2% |
| 1Y | +115.9% | -53.2% | +169.1% | +126.9% |
| All | +115.9% | -52.7% | +168.6% | +126.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling