-16.1%
BURL vs ALHC
-61.5%
+45.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.3% |
| 7D | +4.1% | +1.0% | +3.1% | +4.0% |
| 30D | -9.5% | -14.2% | +4.7% | -8.4% |
| 3M | -33.5% | -45.1% | +11.6% | -30.2% |
| 6M | -22.1% | -59.5% | +37.4% | -16.9% |
| YTD | -14.6% | -62.8% | +48.3% | -8.6% |
| 1Y | -8.4% | -55.5% | +47.1% | -4.0% |
| 3Y | +86.6% | +25.7% | +60.9% | +64.9% |
| 5Y | -17.2% | -66.8% | +49.6% | -24.5% |
| All | -16.1% | -61.5% | +45.4% | -24.2% |
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