+97.4%
BX vs ALHC
-61.4%
+158.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +14.2% | -10.6% | +24.8% | +15.7% |
| 3M | -18.7% | -45.3% | +26.6% | -13.1% |
| 6M | +2.5% | -59.7% | +62.2% | +12.3% |
| YTD | -18.8% | -62.7% | +43.9% | -10.6% |
| 1Y | -10.3% | -56.1% | +45.8% | -3.6% |
| 3Y | +35.4% | +21.3% | +14.1% | +16.3% |
| 5Y | +0.3% | -66.0% | +66.2% | -3.5% |
| All | +97.4% | -61.4% | +158.8% | +89.0% |
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