+2.2%
ROP vs ALHC
-66.2%
+68.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +28.8% | -10.6% | +39.4% | +29.5% |
| 3M | +21.1% | -45.3% | +66.4% | +24.9% |
| 6M | +52.5% | -59.7% | +112.3% | +59.1% |
| YTD | +8.9% | -62.7% | +71.6% | +13.9% |
| 1Y | +8.2% | -56.1% | +64.3% | +11.9% |
| 3Y | -5.2% | +21.3% | -26.4% | -11.4% |
| All | +2.2% | -66.2% | +68.4% | +10.4% |
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 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