-50.9%
RCAT vs ALHC
-55.2%
+4.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.0% | +12.3% | +11.4% |
| 7D | +1.1% | +3.9% | -2.7% | +1.0% |
| 30D | -22.0% | -3.6% | -18.4% | -21.7% |
| 3M | -51.1% | -49.4% | -1.7% | -49.9% |
| 6M | -56.6% | -59.5% | +2.8% | -53.7% |
| YTD | -43.3% | -63.2% | +19.9% | -43.2% |
| All | -50.9% | -55.2% | +4.3% | -59.9% |
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 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