-9.3%
RGEN vs ALHC
-60.6%
+51.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -3.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -5.1% | -9.6% | +4.6% | -4.0% |
| 3M | +0.5% | -44.5% | +45.0% | +7.2% |
| 6M | +46.6% | -59.2% | +105.8% | +61.1% |
| YTD | +1.6% | -62.0% | +63.6% | +12.0% |
| 1Y | +5.4% | -54.8% | +60.2% | +13.3% |
| 3Y | +12.8% | +25.0% | -12.2% | -4.6% |
| 5Y | -35.6% | -65.3% | +29.7% | -37.5% |
| All | -9.3% | -60.6% | +51.4% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling