+121.5%
BX vs ALHC
-28.9%
+150.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +16.0% | -10.2% | +26.2% | +15.9% |
| 6M | +21.6% | -28.3% | +49.9% | +24.5% |
| YTD | -8.9% | -31.4% | +22.5% | -6.4% |
| 1Y | -16.6% | -16.9% | +0.3% | -16.7% |
| 3Y | +43.3% | +135.5% | -92.1% | +12.5% |
| 5Y | +25.7% | -33.6% | +59.3% | +12.1% |
| All | +121.5% | -28.9% | +150.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling