-34.0%
REPL vs ALHC
-61.4%
+27.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +92.2% | -10.6% | +102.8% | +94.3% |
| 3M | +44.1% | -45.3% | +89.4% | +53.3% |
| 6M | +313.0% | -59.7% | +372.7% | +340.4% |
| YTD | +125.2% | -62.7% | +187.9% | +137.2% |
| 1Y | +143.8% | -56.1% | +199.9% | +144.9% |
| 3Y | +104.2% | +21.3% | +82.9% | +43.6% |
| 5Y | -34.5% | -66.0% | +31.4% | -44.0% |
| All | -34.0% | -61.4% | +27.4% | -47.0% |
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