-44.0%
RGEN vs ALHC
-27.5%
-16.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.6% |
| 7D | -4.6% | -4.1% | -0.4% | -4.0% |
| 30D | +1.2% | -5.4% | +6.6% | +1.8% |
| 3M | +26.8% | -32.1% | +59.0% | +32.6% |
| 6M | +29.1% | -28.5% | +57.5% | +32.7% |
| YTD | +0.7% | -34.0% | +34.8% | +4.4% |
| 1Y | +39.1% | -20.9% | +60.0% | +40.3% |
| 3Y | +2.2% | +151.5% | -149.3% | -22.4% |
| 5Y | -44.0% | -28.8% | -15.2% | -53.0% |
| All | -44.0% | -27.5% | -16.5% | -53.0% |
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