-34.3%
REPL vs ALHC
-65.9%
+31.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +9.8% | -0.8% | +10.6% | +9.8% |
| 30D | +81.5% | -9.6% | +91.1% | +83.2% |
| 3M | +44.2% | -44.5% | +88.8% | +52.9% |
| 6M | +437.4% | -59.2% | +496.6% | +470.7% |
| YTD | +126.1% | -62.0% | +188.2% | +136.7% |
| 1Y | +143.1% | -54.8% | +198.0% | +141.3% |
| 3Y | +97.8% | +25.0% | +72.8% | +33.6% |
| 5Y | -34.3% | -65.3% | +31.1% | -39.5% |
| All | -34.3% | -65.9% | +31.6% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling