+64.9%
RBA vs ALHC
+30.0%
+34.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.2% |
| 7D | +3.2% | +3.8% | -0.6% | +3.0% |
| 30D | +12.0% | +1.7% | +10.4% | +11.8% |
| 3M | +2.9% | -44.3% | +47.2% | +5.0% |
| 6M | -6.3% | -57.2% | +51.0% | -3.6% |
| YTD | -5.9% | -61.2% | +55.3% | -3.2% |
| 1Y | -3.9% | -53.2% | +49.3% | -2.0% |
| 3Y | +64.9% | +27.8% | +37.1% | +65.9% |
| All | +64.9% | +30.0% | +34.9% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling