+98.1%
BKNG vs ALHC
-29.3%
+127.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.7% |
| 7D | -7.9% | -1.0% | -6.9% | -7.8% |
| 30D | -15.9% | -6.3% | -9.6% | -15.5% |
| 3M | +11.1% | -12.3% | +23.4% | +11.3% |
| 6M | -0.7% | -27.0% | +26.3% | +0.6% |
| YTD | -15.4% | -31.8% | +16.4% | -14.0% |
| 1Y | -18.5% | -17.0% | -1.5% | -18.7% |
| 3Y | +46.5% | +159.8% | -113.4% | +23.8% |
| 5Y | +98.8% | -25.1% | +123.9% | +85.1% |
| All | +98.1% | -29.3% | +127.5% | +76.2% |
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 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