-76.1%
RNG vs ALHC
-33.0%
-43.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -9.6% | -5.8% | -3.8% | -8.9% |
| 30D | +8.8% | -3.3% | +12.1% | +9.2% |
| 3M | +78.6% | -37.9% | +116.6% | +88.1% |
| 6M | +70.3% | -29.5% | +99.8% | +72.0% |
| YTD | +140.3% | -35.4% | +175.7% | +145.3% |
| 1Y | +126.6% | -22.4% | +149.0% | +122.2% |
| 3Y | +120.2% | +146.3% | -26.1% | +45.4% |
| 5Y | -68.3% | -32.0% | -36.3% | -73.1% |
| All | -76.1% | -33.0% | -43.1% | -79.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling