+107.4%
REPL vs ALHC
-27.0%
+134.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -3.0% | -0.6% | -2.4% | -3.5% |
| 30D | +27.1% | -1.0% | +28.2% | +26.7% |
| 3M | +52.4% | -10.2% | +62.5% | +41.1% |
| 6M | +107.4% | -28.3% | +135.7% | +81.4% |
| All | +107.4% | -27.0% | +134.5% | +81.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling