-42.8%
RGEN vs ALHC
-30.5%
-12.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +2.8% | -6.3% | +9.2% | +3.6% |
| 3M | +34.5% | -12.3% | +46.8% | +35.2% |
| 6M | +40.5% | -27.0% | +67.5% | +44.0% |
| YTD | +2.8% | -31.8% | +34.7% | +6.2% |
| 1Y | +39.6% | -17.0% | +56.6% | +39.9% |
| 3Y | +4.4% | +159.8% | -155.4% | -21.1% |
| 5Y | -42.8% | -25.1% | -17.6% | -52.1% |
| All | -42.8% | -30.5% | -12.3% | -52.1% |
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