+528.6%
BTSG vs ALHC
+7.5%
+521.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.1% |
| 7D | +4.4% | +3.9% | +0.5% | +3.8% |
| 30D | +8.5% | -3.6% | +12.1% | +8.6% |
| 3M | +10.8% | -49.4% | +60.2% | +20.2% |
| 6M | +26.1% | -59.5% | +85.6% | +40.1% |
| YTD | +84.6% | -63.2% | +147.8% | +105.9% |
| 1Y | +108.7% | -55.5% | +164.1% | +128.0% |
| All | +528.6% | +7.5% | +521.1% | +492.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling