+51.1%
RBA vs ALHC
-29.3%
+80.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -13.2% | -6.3% | -6.9% | -12.9% |
| 3M | -21.4% | -12.3% | -9.0% | -21.2% |
| 6M | -20.9% | -27.0% | +6.1% | -20.1% |
| YTD | -19.9% | -31.8% | +12.0% | -18.8% |
| 1Y | -28.7% | -17.0% | -11.7% | -28.7% |
| 3Y | +27.4% | +159.8% | -132.4% | +13.4% |
| 5Y | +41.7% | -25.1% | +66.9% | +36.7% |
| All | +51.1% | -29.3% | +80.4% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling