-15.8%
ROP vs ALHC
+136.3%
-152.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | -0.6% | -3.9% | -4.4% |
| 30D | +3.2% | -1.0% | +4.3% | +3.2% |
| 3M | +23.1% | -10.2% | +33.2% | +22.8% |
| 6M | +13.3% | -28.3% | +41.6% | +14.0% |
| YTD | -7.9% | -31.4% | +23.6% | -6.9% |
| 1Y | -22.1% | -16.9% | -5.1% | -21.9% |
| All | -15.8% | +136.3% | -152.1% | -19.3% |
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