-15.8%
BURL vs ALHC
-62.4%
+46.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 3M | -32.1% | -44.7% | +12.6% | -28.6% |
| 6M | -19.8% | -58.7% | +38.9% | -14.3% |
| YTD | -13.2% | -61.7% | +48.5% | -7.0% |
| 1Y | -7.8% | -55.7% | +47.9% | -3.1% |
| 3Y | +89.3% | +25.6% | +63.7% | +64.5% |
| 5Y | -15.8% | -65.8% | +50.0% | -27.6% |
| All | -15.8% | -62.4% | +46.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling