-56.7%
ALHC vs RRC
+421.4%
-478.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -9.6% | +21.1% | -30.8% | -11.6% |
| 3M | -44.5% | +28.4% | -72.9% | -46.0% |
| 6M | -59.2% | +26.5% | -85.6% | -60.3% |
| YTD | -62.0% | +47.0% | -109.0% | -63.7% |
| 1Y | -54.8% | +35.2% | -90.0% | -56.5% |
| 3Y | +25.0% | +61.0% | -36.0% | +16.2% |
| 5Y | -65.3% | +133.6% | -198.9% | -70.0% |
| All | -56.7% | +421.4% | -478.0% | -65.1% |
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