+70.7%
RIG vs ALHC
-33.0%
+103.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.2% |
| 7D | -4.2% | -5.8% | +1.6% | -3.8% |
| 30D | -0.7% | -3.3% | +2.6% | -0.5% |
| 3M | -4.0% | -37.9% | +33.9% | -1.7% |
| 6M | -6.3% | -29.5% | +23.2% | -5.6% |
| YTD | +39.7% | -35.4% | +75.1% | +41.4% |
| 1Y | +78.1% | -22.4% | +100.5% | +76.9% |
| 3Y | -29.5% | +146.3% | -175.8% | -41.4% |
| 5Y | +65.3% | -32.0% | +97.3% | +50.7% |
| All | +70.7% | -33.0% | +103.7% | +42.8% |
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 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