-29.7%
RBLX vs ALHC
-61.4%
+31.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -2.4% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +5.0% | -10.6% | +15.6% | +8.7% |
| 3M | +31.5% | -45.3% | +76.8% | +54.2% |
| 6M | +18.9% | -59.7% | +78.7% | +50.8% |
| YTD | -38.4% | -62.7% | +24.3% | -20.6% |
| 1Y | -50.7% | -56.1% | +5.4% | -39.6% |
| 3Y | +28.8% | +21.3% | +7.5% | -0.1% |
| 5Y | -53.6% | -66.0% | +12.4% | -48.5% |
| All | -29.7% | -61.4% | +31.7% | -28.2% |
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