+22.1%
RRX vs ALHC
-28.9%
+51.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | -11.1% | -1.0% | -10.1% | -11.1% |
| 3M | -23.7% | -10.2% | -13.6% | -23.8% |
| 6M | -22.0% | -28.3% | +6.3% | -20.9% |
| YTD | +16.5% | -31.4% | +47.9% | +18.3% |
| 1Y | +11.5% | -16.9% | +28.4% | +11.4% |
| 3Y | +1.5% | +135.5% | -134.0% | -11.9% |
| 5Y | +18.3% | -33.6% | +51.9% | +8.6% |
| All | +22.1% | -28.9% | +51.0% | +10.7% |
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