+21.3%
ALHC vs RRC
+60.0%
-38.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.3% | +6.4% | -6.1% | 0.0% |
| 30D | -10.6% | +23.9% | -34.4% | -11.8% |
| 3M | -45.3% | +30.2% | -75.5% | -46.1% |
| 6M | -59.7% | +26.3% | -86.0% | -60.3% |
| YTD | -62.7% | +48.1% | -110.8% | -63.7% |
| 1Y | -56.1% | +37.7% | -93.8% | -57.1% |
| 3Y | +21.3% | +60.3% | -39.0% | +15.7% |
| All | +21.3% | +60.0% | -38.7% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling