+91.6%
BKNG vs ALHC
-33.0%
+124.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -10.7% | -5.8% | -4.9% | -10.2% |
| 30D | -18.1% | -3.3% | -14.8% | -17.9% |
| 3M | +8.5% | -37.9% | +46.5% | +12.1% |
| 6M | -0.1% | -29.5% | +29.4% | +1.5% |
| YTD | -18.2% | -35.4% | +17.2% | -16.5% |
| 1Y | -19.9% | -22.4% | +2.6% | -19.6% |
| 3Y | +41.6% | +146.3% | -104.7% | +20.3% |
| 5Y | +93.1% | -32.0% | +125.1% | +81.3% |
| All | +91.6% | -33.0% | +124.6% | +71.1% |
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