+56.3%
RMD vs ALHC
+140.1%
-83.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.0% | -0.6% | -4.4% | -5.0% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | +17.8% | -10.2% | +28.0% | +18.0% |
| 6M | -11.3% | -28.3% | +16.9% | -10.5% |
| YTD | -4.4% | -31.4% | +27.0% | -3.5% |
| 1Y | -15.7% | -16.9% | +1.2% | -15.4% |
| All | +56.3% | +140.1% | -83.8% | +43.6% |
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