-35.1%
REPL vs ALHC
-64.2%
+29.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +8.3% |
| 7D | +22.8% | +1.0% | +21.8% | +22.5% |
| 30D | +63.8% | -14.2% | +77.9% | +65.9% |
| 3M | +68.1% | -45.1% | +113.3% | +78.1% |
| 6M | +528.5% | -59.5% | +588.0% | +566.7% |
| YTD | +122.4% | -62.8% | +185.3% | +133.3% |
| 1Y | +154.4% | -55.5% | +209.8% | +152.6% |
| 3Y | +68.0% | +25.7% | +42.3% | +12.7% |
| All | -35.1% | -64.2% | +29.1% | -45.2% |
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