+73.1%
RIG vs ALHC
-28.9%
+102.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.9% | -0.6% | +1.4% | +0.9% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | -6.4% | -10.2% | +3.8% | -7.1% |
| 6M | -8.2% | -28.3% | +20.1% | -7.5% |
| YTD | +41.6% | -31.4% | +73.1% | +42.8% |
| 1Y | +88.7% | -16.9% | +105.6% | +86.7% |
| 3Y | -30.9% | +135.5% | -166.3% | -41.9% |
| 5Y | +57.7% | -33.6% | +91.3% | +44.7% |
| All | +73.1% | -28.9% | +102.0% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling