+61.9%
RCAT vs ALHC
-63.9%
+125.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.5% | -11.9% | -6.6% |
| 7D | -5.6% | +3.8% | -9.4% | -5.8% |
| 30D | -27.0% | +1.7% | -28.7% | -27.1% |
| 3M | -57.9% | -44.3% | -13.6% | -57.1% |
| 6M | -59.4% | -57.2% | -2.2% | -58.3% |
| YTD | -46.9% | -61.2% | +14.3% | -45.3% |
| 1Y | -54.0% | -53.2% | -0.9% | -53.0% |
| 3Y | +378.4% | +27.8% | +350.6% | +355.2% |
| 5Y | +61.9% | -65.4% | +127.3% | +102.0% |
| All | +61.9% | -63.9% | +125.8% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling