+112.4%
BTSG vs ALHC
-54.5%
+166.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | +8.5% | -0.8% | +9.3% | +8.6% |
| 30D | +14.0% | -9.6% | +23.7% | +15.6% |
| 3M | +19.7% | -44.5% | +64.2% | +32.4% |
| 6M | +28.7% | -59.2% | +87.9% | +51.3% |
| YTD | +90.8% | -62.0% | +152.8% | +118.9% |
| 1Y | +112.4% | -54.8% | +167.2% | +125.0% |
| All | +112.4% | -54.5% | +166.9% | +125.0% |
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