+101.2%
RIO vs ALHC
-29.3%
+130.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +5.0% | -6.3% | +11.3% | +5.1% |
| 3M | +5.1% | -12.3% | +17.4% | +5.3% |
| 6M | +17.6% | -27.0% | +44.6% | +18.3% |
| YTD | +36.3% | -31.8% | +68.1% | +37.2% |
| 1Y | +71.2% | -17.0% | +88.2% | +71.3% |
| 3Y | +102.7% | +159.8% | -57.1% | +92.2% |
| 5Y | +99.6% | -25.1% | +124.7% | +92.1% |
| All | +101.2% | -29.3% | +130.5% | +91.2% |
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 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