+91.1%
BWA vs ALHC
-30.5%
+121.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | +4.3% | -1.0% | +5.2% | +4.3% |
| 30D | -2.9% | -6.3% | +3.4% | -2.5% |
| 3M | -12.4% | -12.3% | -0.1% | -12.3% |
| 6M | +28.6% | -27.0% | +55.6% | +29.8% |
| YTD | +48.2% | -31.8% | +80.1% | +50.0% |
| 1Y | +50.9% | -17.0% | +67.9% | +50.2% |
| 3Y | +72.2% | +159.8% | -87.7% | +48.9% |
| 5Y | +91.1% | -25.1% | +116.2% | +71.8% |
| All | +91.1% | -30.5% | +121.5% | +71.8% |
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