-2.2%
RCAT vs ALHC
-61.5%
+59.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +18.7% |
| 7D | -12.7% | +1.0% | -13.7% | -12.8% |
| 30D | -34.3% | -14.2% | -20.2% | -34.0% |
| 3M | -53.4% | -45.1% | -8.3% | -52.6% |
| 6M | -62.0% | -59.5% | -2.4% | -61.0% |
| YTD | -49.1% | -62.8% | +13.8% | -47.7% |
| 1Y | -53.1% | -55.5% | +2.4% | -52.1% |
| 3Y | +318.7% | +25.7% | +293.0% | +302.9% |
| 5Y | +48.5% | -66.8% | +115.3% | +51.6% |
| All | -2.2% | -61.5% | +59.3% | -14.7% |
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