-74.6%
RNG vs ALHC
-28.9%
-45.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.8% | -0.6% | +6.4% | +5.9% |
| 30D | +19.6% | -1.0% | +20.6% | +19.6% |
| 3M | +67.0% | -10.2% | +77.2% | +65.1% |
| 6M | +88.4% | -28.3% | +116.7% | +90.3% |
| YTD | +155.5% | -31.4% | +186.9% | +158.7% |
| 1Y | +141.7% | -16.9% | +158.6% | +134.6% |
| 3Y | +131.1% | +135.5% | -4.4% | +56.0% |
| 5Y | -70.6% | -33.6% | -37.0% | -74.9% |
| All | -74.6% | -28.9% | -45.7% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling