+75.0%
BWA vs ALHC
-31.6%
+106.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | +0.1% | -4.1% | +4.2% | +0.4% |
| 30D | -5.6% | -5.4% | -0.1% | -5.3% |
| 3M | -10.7% | -32.1% | +21.4% | -8.9% |
| 6M | +23.2% | -28.5% | +51.7% | +24.5% |
| YTD | +46.0% | -34.0% | +80.0% | +48.1% |
| 1Y | +51.2% | -20.9% | +72.1% | +51.0% |
| 3Y | +69.6% | +151.5% | -82.0% | +48.0% |
| 5Y | +86.6% | -28.8% | +115.4% | +71.0% |
| All | +75.0% | -31.6% | +106.6% | +54.2% |
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