+19.6%
RRX vs ALHC
-31.6%
+51.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -8.0% | -5.4% | -2.5% | -7.6% |
| 3M | -25.1% | -32.1% | +7.1% | -23.2% |
| 6M | -18.3% | -28.5% | +10.2% | -17.1% |
| YTD | +14.2% | -34.0% | +48.2% | +16.3% |
| 1Y | +13.0% | -20.9% | +34.0% | +13.3% |
| 3Y | +4.2% | +151.5% | -147.4% | -10.2% |
| 5Y | +17.9% | -28.8% | +46.7% | +8.3% |
| All | +19.6% | -31.6% | +51.2% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling