-62.0%
RCAT vs ALHC
-60.0%
-2.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +18.5% |
| 7D | -12.7% | +1.0% | -13.7% | -12.4% |
| 30D | -34.3% | -14.2% | -20.2% | -34.5% |
| 3M | -53.4% | -45.1% | -8.3% | -55.7% |
| 6M | -62.0% | -59.5% | -2.4% | -62.0% |
| All | -62.0% | -60.0% | -2.0% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling