+15.5%
RRX vs ALHC
-65.3%
+80.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +5.4% | -5.5% | +10.9% | +5.9% |
| 30D | +12.0% | -4.9% | +16.9% | +12.4% |
| 3M | +6.1% | -41.7% | +47.9% | +10.3% |
| 6M | -13.2% | -55.2% | +42.0% | -8.8% |
| YTD | +31.0% | -61.1% | +92.0% | +38.6% |
| 1Y | +38.8% | -53.3% | +92.1% | +44.3% |
| 3Y | +70.3% | +28.2% | +42.1% | +52.1% |
| 5Y | +15.5% | -65.8% | +81.3% | +21.9% |
| All | +15.5% | -65.3% | +80.8% | +21.9% |
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