-2.5%
RGEN vs ALHC
-61.8%
+59.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +3.5% | +3.9% | -0.4% | +2.9% |
| 30D | +2.9% | -3.6% | +6.6% | +3.3% |
| 3M | +9.2% | -49.4% | +58.6% | +18.0% |
| 6M | +44.9% | -59.5% | +104.4% | +59.3% |
| YTD | +9.2% | -63.2% | +72.4% | +20.9% |
| 1Y | +25.3% | -55.5% | +80.8% | +34.9% |
| 3Y | +21.7% | +23.0% | -1.3% | +3.0% |
| 5Y | -34.5% | -65.7% | +31.2% | -36.3% |
| All | -2.5% | -61.8% | +59.3% | -7.4% |
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 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