+123.9%
RNG vs ALHC
+141.7%
-17.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -0.8% | -1.0% | +0.1% | -0.8% |
| 30D | +11.4% | -6.3% | +17.7% | +11.3% |
| 3M | +72.1% | -12.3% | +84.4% | +71.1% |
| 6M | +67.9% | -27.0% | +94.9% | +67.4% |
| YTD | +144.3% | -31.8% | +176.2% | +143.9% |
| 1Y | +117.5% | -17.0% | +134.5% | +113.8% |
| 3Y | +123.9% | +159.8% | -36.0% | +80.4% |
| All | +123.9% | +141.7% | -17.8% | +80.4% |
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