+76.5%
RBA vs ALHC
-59.6%
+136.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +0.6% | -5.5% | +6.1% | +0.9% |
| 30D | +9.0% | -4.9% | +13.9% | +9.1% |
| 3M | +7.2% | -41.7% | +48.9% | +10.1% |
| 6M | -7.8% | -55.2% | +47.4% | -4.3% |
| YTD | -6.4% | -61.1% | +54.7% | -2.3% |
| 1Y | -4.2% | -53.3% | +49.2% | -1.3% |
| 3Y | +64.1% | +28.2% | +35.9% | +52.9% |
| 5Y | +48.4% | -65.8% | +114.2% | +48.3% |
| All | +76.5% | -59.6% | +136.2% | +74.7% |
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