-3.0%
RBA vs ALHC
-51.4%
+48.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.1% | +1.8% |
| 7D | +12.7% | -0.5% | +13.1% | +12.6% |
| 30D | +15.5% | -4.2% | +19.8% | +15.6% |
| 3M | -14.0% | -39.8% | +25.8% | -12.8% |
| 6M | -8.8% | -57.7% | +48.9% | -6.2% |
| YTD | -6.9% | -58.8% | +51.9% | -5.6% |
| 1Y | -3.0% | -52.4% | +49.4% | -4.1% |
| All | -3.0% | -51.4% | +48.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling