-12.0%
BURL vs ALHC
-16.6%
+4.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -28.2% | -1.0% | -27.1% | -28.1% |
| 3M | -17.6% | -10.2% | -7.4% | -18.4% |
| 6M | -11.8% | -28.3% | +16.5% | -12.4% |
| YTD | -8.1% | -31.4% | +23.3% | -7.9% |
| 1Y | -12.0% | -16.9% | +5.0% | -12.1% |
| All | -12.0% | -16.6% | +4.7% | -12.1% |
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