+226.0%
BKR vs ALHC
-29.3%
+255.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +3.9% | -6.3% | +10.2% | +4.0% |
| 3M | -1.1% | -12.3% | +11.3% | -1.4% |
| 6M | +7.6% | -27.0% | +34.6% | +7.7% |
| YTD | +41.9% | -31.8% | +73.7% | +42.3% |
| 1Y | +42.2% | -17.0% | +59.3% | +41.7% |
| 3Y | +84.3% | +159.8% | -75.6% | +75.0% |
| 5Y | +215.7% | -25.1% | +240.8% | +203.7% |
| All | +226.0% | -29.3% | +255.3% | +205.7% |
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 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