-58.0%
ALHC vs RRC
+394.9%
-452.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +3.9% | -10.3% | +14.2% | +4.9% |
| 30D | -3.6% | +19.5% | -23.1% | -5.6% |
| 3M | -49.4% | +27.9% | -77.3% | -50.8% |
| 6M | -59.5% | +21.2% | -80.6% | -60.4% |
| YTD | -63.2% | +39.6% | -102.8% | -64.7% |
| 1Y | -55.5% | +31.3% | -86.8% | -57.0% |
| 3Y | +23.0% | +51.9% | -28.9% | +15.0% |
| 5Y | -65.7% | +110.2% | -175.9% | -70.1% |
| All | -58.0% | +394.9% | -452.9% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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