+130.7%
REPL vs ALHC
-51.4%
+182.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.1% | -10.0% | +5.1% |
| 7D | +28.8% | -0.5% | +29.3% | +28.9% |
| 30D | +57.3% | -4.2% | +61.6% | +55.4% |
| 3M | +73.6% | -39.8% | +113.4% | +33.3% |
| 6M | +582.8% | -57.7% | +640.6% | +369.5% |
| YTD | +112.9% | -58.8% | +171.6% | +46.6% |
| 1Y | +130.7% | -52.4% | +183.0% | +51.2% |
| All | +130.7% | -51.4% | +182.1% | +51.2% |
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