+63.9%
RIG vs ALHC
-61.4%
+125.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.2% |
| 7D | +5.7% | +0.3% | +5.5% | +5.7% |
| 30D | -0.7% | -10.6% | +9.9% | -0.2% |
| 3M | -3.1% | -45.3% | +42.2% | -0.4% |
| 6M | -16.3% | -59.7% | +43.4% | -13.2% |
| YTD | +34.1% | -62.7% | +96.9% | +39.3% |
| 1Y | +38.2% | -56.1% | +94.3% | +41.2% |
| 3Y | -15.3% | +21.3% | -36.5% | -25.5% |
| 5Y | +62.5% | -66.0% | +128.4% | +54.2% |
| All | +63.9% | -61.4% | +125.3% | +40.6% |
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