+238.6%
RDW vs ALHC
+146.3%
+92.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +4.8% | -5.8% | +10.6% | +5.0% |
| 30D | -19.5% | -3.3% | -16.2% | -19.5% |
| 3M | -26.9% | -37.9% | +11.0% | -26.0% |
| 6M | +17.8% | -29.5% | +47.3% | +18.3% |
| YTD | +43.0% | -35.4% | +78.4% | +43.8% |
| 1Y | +32.1% | -22.4% | +54.5% | +30.4% |
| All | +238.6% | +146.3% | +92.3% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling