+98.9%
RIO vs ALHC
-62.5%
+161.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.2% |
| 7D | +4.4% | +3.9% | +0.6% | +4.3% |
| 30D | -8.9% | -3.6% | -5.2% | -8.8% |
| 3M | -12.7% | -49.4% | +36.7% | -11.1% |
| 6M | -16.2% | -59.5% | +43.2% | -14.4% |
| YTD | +13.4% | -63.2% | +76.6% | +16.0% |
| 1Y | +30.9% | -55.5% | +86.4% | +33.2% |
| 3Y | +60.2% | +23.0% | +37.2% | +54.4% |
| 5Y | +98.9% | -65.7% | +164.6% | +97.7% |
| All | +98.9% | -62.5% | +161.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling