-57.8%
RCAT vs ALHC
-51.4%
-6.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +10.1% | -20.5% | -10.7% |
| 7D | -18.5% | -0.5% | -18.0% | -18.4% |
| 30D | -37.0% | -4.2% | -32.7% | -36.7% |
| 3M | -54.9% | -39.8% | -15.1% | -54.0% |
| 6M | -63.6% | -57.7% | -5.9% | -60.4% |
| YTD | -49.6% | -58.8% | +9.2% | -49.8% |
| 1Y | -57.8% | -52.4% | -5.4% | -64.5% |
| All | -57.8% | -51.4% | -6.4% | -64.5% |
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