-21.8%
ALHC vs RRC
+324.5%
-346.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | -1.0% | +10.1% | -11.1% | -2.0% |
| 3M | -10.2% | +4.0% | -14.2% | -10.6% |
| 6M | -28.3% | +1.6% | -29.9% | -28.6% |
| YTD | -31.4% | +19.7% | -51.2% | -33.0% |
| 1Y | -16.9% | +21.4% | -38.3% | -19.1% |
| 3Y | +135.5% | +29.7% | +105.8% | +123.6% |
| 5Y | -33.6% | +153.9% | -187.5% | -42.9% |
| All | -21.8% | +324.5% | -346.3% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling