+75.5%
BWA vs ALHC
+143.1%
-67.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +5.7% | -0.6% | +6.3% | +5.7% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | -12.1% | -10.2% | -1.9% | -12.2% |
| 6M | +28.6% | -28.3% | +56.8% | +29.5% |
| YTD | +51.1% | -31.4% | +82.5% | +52.2% |
| 1Y | +55.9% | -16.9% | +72.8% | +55.0% |
| All | +75.5% | +143.1% | -67.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling