-32.9%
REPL vs ALHC
-61.8%
+29.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.1% |
| 7D | +14.2% | +3.9% | +10.4% | +13.6% |
| 30D | +65.9% | -3.6% | +69.5% | +66.1% |
| 3M | +84.6% | -49.4% | +134.0% | +98.1% |
| 6M | +446.9% | -59.5% | +506.4% | +481.8% |
| YTD | +129.0% | -63.2% | +192.2% | +141.5% |
| 1Y | +167.9% | -55.5% | +223.4% | +167.5% |
| 3Y | +93.9% | +23.0% | +70.9% | +35.5% |
| 5Y | -33.0% | -65.7% | +32.8% | -42.7% |
| All | -32.9% | -61.8% | +29.0% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling