-29.6%
RIG vs ALHC
+141.7%
-171.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | +9.5% | -6.3% | +15.8% | +9.5% |
| 3M | -6.6% | -12.3% | +5.7% | -7.3% |
| 6M | -2.9% | -27.0% | +24.1% | -3.2% |
| YTD | +39.5% | -31.8% | +71.3% | +39.0% |
| 1Y | +82.3% | -17.0% | +99.3% | +80.2% |
| 3Y | -29.6% | +159.8% | -189.4% | -30.0% |
| All | -29.6% | +141.7% | -171.2% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling