-54.6%
REPL vs ALHC
-28.9%
-25.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | +27.1% | -1.0% | +28.2% | +27.0% |
| 3M | +52.4% | -10.2% | +62.5% | +46.7% |
| 6M | +107.4% | -28.3% | +135.7% | +104.6% |
| YTD | +54.7% | -31.4% | +86.2% | +53.0% |
| 1Y | +158.9% | -16.9% | +175.8% | +142.2% |
| 3Y | -23.7% | +135.5% | -159.2% | -51.7% |
| 5Y | -54.3% | -33.6% | -20.7% | -63.7% |
| All | -54.6% | -28.9% | -25.7% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling