-8.0%
RCAT vs ALHC
-61.4%
+53.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.6% | -3.4% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -19.7% | -10.6% | -9.1% | -19.4% |
| 3M | -62.9% | -45.3% | -17.5% | -62.2% |
| 6M | -59.6% | -59.7% | +0.1% | -58.5% |
| YTD | -52.1% | -62.7% | +10.7% | -50.8% |
| 1Y | -50.9% | -56.1% | +5.2% | -49.8% |
| 3Y | +333.8% | +21.3% | +312.5% | +318.8% |
| 5Y | +40.7% | -66.0% | +106.7% | +43.7% |
| All | -8.0% | -61.4% | +53.4% | -19.8% |
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