+320.2%
RMBS vs ALHC
-61.4%
+381.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.1% |
| 7D | +10.3% | +0.3% | +10.1% | +10.3% |
| 30D | -10.7% | -10.6% | -0.2% | -9.8% |
| 3M | -17.2% | -45.3% | +28.1% | -13.1% |
| 6M | -39.0% | -59.7% | +20.7% | -34.9% |
| YTD | -10.5% | -62.7% | +52.2% | -4.2% |
| 1Y | -11.0% | -56.1% | +45.1% | -6.5% |
| 3Y | +31.3% | +21.3% | +10.1% | +15.8% |
| 5Y | +242.8% | -66.0% | +308.7% | +231.1% |
| All | +320.2% | -61.4% | +381.5% | +284.5% |
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