+110.0%
BX vs ALHC
-31.6%
+141.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.2% |
| 7D | -5.7% | -4.1% | -1.5% | -5.1% |
| 30D | -8.9% | -5.4% | -3.4% | -8.3% |
| 3M | +8.4% | -32.1% | +40.5% | +12.9% |
| 6M | +18.9% | -28.5% | +47.4% | +21.8% |
| YTD | -13.6% | -34.0% | +20.4% | -10.8% |
| 1Y | -22.4% | -20.9% | -1.5% | -22.0% |
| 3Y | +26.0% | +151.5% | -125.5% | -2.5% |
| 5Y | +18.8% | -28.8% | +47.6% | +5.7% |
| All | +110.0% | -31.6% | +141.6% | +88.7% |
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