+30.7%
BWA vs ALHC
-63.9%
+94.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.3% |
| 7D | -2.4% | +3.8% | -6.2% | -2.7% |
| 30D | -17.7% | +1.7% | -19.4% | -17.9% |
| 3M | -27.0% | -44.3% | +17.4% | -24.5% |
| 6M | -17.3% | -57.2% | +39.9% | -13.7% |
| YTD | +12.9% | -61.2% | +74.0% | +18.0% |
| 1Y | +12.9% | -53.2% | +66.1% | +16.2% |
| 3Y | +62.1% | +27.8% | +34.3% | +46.4% |
| 5Y | +30.7% | -65.4% | +96.1% | +23.2% |
| All | +30.7% | -63.9% | +94.6% | +23.2% |
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 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