+57.4%
RIG vs ALHC
-60.6%
+118.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | +4.3% | -0.8% | +5.1% | +4.3% |
| 30D | -5.8% | -9.6% | +3.8% | -5.4% |
| 3M | -6.7% | -44.5% | +37.9% | -4.0% |
| 6M | -18.7% | -59.2% | +40.5% | -15.7% |
| YTD | +28.8% | -62.0% | +90.8% | +33.6% |
| 1Y | +28.8% | -54.8% | +83.6% | +31.4% |
| 3Y | -20.0% | +25.0% | -45.0% | -29.9% |
| 5Y | +56.0% | -65.3% | +121.3% | +48.0% |
| All | +57.4% | -60.6% | +118.0% | +34.9% |
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