+10.9%
RDW vs ALHC
-29.2%
+40.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -5.2% |
| 7D | +3.6% | -4.1% | +7.7% | +2.9% |
| 30D | -18.4% | -5.4% | -13.0% | -19.1% |
| 3M | -32.1% | -32.1% | +0.1% | -34.7% |
| 6M | +10.9% | -28.5% | +39.4% | +7.4% |
| All | +10.9% | -29.2% | +40.1% | +7.4% |
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