+167.3%
REPL vs ALHC
-52.7%
+220.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +7.2% |
| 7D | +12.7% | +3.8% | +8.9% | +15.0% |
| 30D | +73.5% | +1.7% | +71.8% | +76.1% |
| 3M | +70.3% | -44.3% | +114.6% | +24.1% |
| 6M | +472.0% | -57.2% | +529.2% | +285.3% |
| YTD | +139.5% | -61.2% | +200.7% | +60.5% |
| 1Y | +167.3% | -53.2% | +220.5% | +68.8% |
| All | +167.3% | -52.7% | +220.0% | +68.8% |
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