+37.5%
BWA vs ALHC
-59.6%
+97.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +1.7% | -5.5% | +7.2% | +2.1% |
| 30D | -14.6% | -4.9% | -9.7% | -14.4% |
| 3M | -26.2% | -41.7% | +15.5% | -24.0% |
| 6M | -18.4% | -55.2% | +36.8% | -15.3% |
| YTD | +14.7% | -61.1% | +75.7% | +19.7% |
| 1Y | +13.3% | -53.3% | +66.7% | +16.7% |
| 3Y | +64.7% | +28.2% | +36.5% | +50.2% |
| 5Y | +32.2% | -65.8% | +98.0% | +25.9% |
| All | +37.5% | -59.6% | +97.1% | +24.7% |
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