-69.8%
RNG vs ALHC
-27.5%
-42.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -4.1% | -4.1% | +0.1% | -3.5% |
| 30D | +8.6% | -5.4% | +14.1% | +9.3% |
| 3M | +78.0% | -32.1% | +110.1% | +84.9% |
| 6M | +67.0% | -28.5% | +95.5% | +68.5% |
| YTD | +142.4% | -34.0% | +176.5% | +146.7% |
| 1Y | +120.4% | -20.9% | +141.4% | +115.3% |
| 3Y | +122.1% | +151.5% | -29.4% | +42.0% |
| 5Y | -69.8% | -28.8% | -41.0% | -74.2% |
| All | -69.8% | -27.5% | -42.4% | -74.2% |
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 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