-16.5%
BURL vs ALHC
-59.8%
+43.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.1% | -2.4% | +7.4% |
| 7D | +10.4% | -0.5% | +10.9% | +10.2% |
| 30D | -4.9% | -4.2% | -0.7% | -5.1% |
| 3M | -29.8% | -39.8% | +10.0% | -28.7% |
| 6M | -16.5% | -57.7% | +41.3% | -16.0% |
| All | -16.5% | -59.8% | +43.4% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling