+136.2%
BTSG vs ALHC
-19.3%
+155.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | +2.9% | -4.1% | +7.0% | +3.8% |
| 30D | +0.9% | -5.4% | +6.3% | +2.1% |
| 3M | +1.6% | -32.1% | +33.8% | +9.6% |
| 6M | +46.8% | -28.5% | +75.3% | +51.5% |
| YTD | +65.5% | -34.0% | +99.6% | +74.0% |
| 1Y | +136.2% | -20.9% | +157.2% | +131.6% |
| All | +136.2% | -19.3% | +155.6% | +131.6% |
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 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