-14.7%
BURL vs ALHC
-60.3%
+45.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.2% | -2.3% |
| 7D | +3.5% | -6.2% | +9.7% | +4.0% |
| 30D | -9.3% | -9.7% | +0.4% | -8.7% |
| 3M | -32.1% | -44.7% | +12.6% | -28.8% |
| 6M | -19.8% | -58.7% | +38.9% | -14.6% |
| YTD | -13.2% | -61.7% | +48.5% | -7.4% |
| 1Y | -7.8% | -55.7% | +47.9% | -3.3% |
| 3Y | +89.3% | +25.6% | +63.7% | +67.5% |
| 5Y | -15.8% | -65.8% | +50.0% | -23.5% |
| All | -14.7% | -60.3% | +45.6% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling