+169.0%
RSG vs ALHC
-61.4%
+230.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +12.7% | -10.6% | +23.3% | +13.0% |
| 3M | +17.9% | -45.3% | +63.3% | +19.9% |
| 6M | +25.0% | -59.7% | +84.7% | +27.6% |
| YTD | +20.8% | -62.7% | +83.5% | +23.5% |
| 1Y | +24.3% | -56.1% | +80.4% | +26.4% |
| 3Y | +65.3% | +21.3% | +44.0% | +61.1% |
| 5Y | +99.1% | -66.0% | +165.0% | +94.2% |
| All | +169.0% | -61.4% | +230.4% | +165.2% |
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