+72.2%
BKR vs ALHC
+146.3%
-74.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.6% |
| 7D | -6.7% | -5.8% | -0.9% | -6.6% |
| 30D | -8.3% | -3.3% | -5.0% | -8.3% |
| 3M | -5.4% | -37.9% | +32.5% | -5.1% |
| 6M | +0.8% | -29.5% | +30.3% | +0.5% |
| YTD | +31.8% | -35.4% | +67.2% | +31.7% |
| 1Y | +28.6% | -22.4% | +51.0% | +27.8% |
| All | +72.2% | +146.3% | -74.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling