+136.1%
RSG vs ALHC
-33.8%
+169.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | 0.0% | -6.9% | +6.9% | +0.2% |
| 30D | +4.0% | -6.7% | +10.7% | +4.2% |
| 3M | +7.4% | -37.7% | +45.1% | +8.7% |
| 6M | +0.1% | -30.0% | +30.1% | +0.7% |
| YTD | +6.0% | -36.2% | +42.2% | +6.8% |
| 1Y | -3.0% | -22.9% | +19.9% | -2.8% |
| 3Y | +56.5% | +138.4% | -81.9% | +48.9% |
| 5Y | +90.9% | -32.8% | +123.7% | +83.8% |
| All | +136.1% | -33.8% | +169.9% | +129.4% |
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 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