-57.6%
ALHC vs RVTY
+24.2%
-81.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.7% |
| 7D | +1.0% | -1.2% | +2.2% | +1.3% |
| 30D | -14.2% | +1.0% | -15.2% | -14.4% |
| 3M | -45.1% | +35.8% | -81.0% | -50.5% |
| 6M | -59.5% | +56.7% | -116.2% | -65.0% |
| YTD | -62.8% | +60.7% | -123.6% | -68.4% |
| 1Y | -55.5% | +73.7% | -129.2% | -63.1% |
| 3Y | +25.7% | +82.8% | -57.1% | -5.4% |
| 5Y | -66.8% | -7.0% | -59.8% | -64.9% |
| All | -57.6% | +24.2% | -81.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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