+103.2%
REPL vs ALHC
+28.2%
+75.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.4% |
| 7D | +5.3% | -5.5% | +10.8% | +5.0% |
| 30D | +66.6% | -4.9% | +71.6% | +66.4% |
| 3M | +59.6% | -41.7% | +101.3% | +56.9% |
| 6M | +482.4% | -55.2% | +537.5% | +455.9% |
| YTD | +124.1% | -61.1% | +185.1% | +114.0% |
| 1Y | +138.6% | -53.3% | +191.9% | +116.4% |
| All | +103.2% | +28.2% | +75.0% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling