+70.0%
RSP vs ALHC
-61.8%
+131.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.3% |
| 7D | +0.4% | +3.9% | -3.4% | +0.2% |
| 30D | +3.7% | -3.6% | +7.4% | +3.8% |
| 3M | +0.8% | -49.4% | +50.2% | +4.3% |
| 6M | +9.1% | -59.5% | +68.5% | +13.6% |
| YTD | +16.7% | -63.2% | +79.9% | +21.9% |
| 1Y | +19.7% | -55.5% | +75.2% | +23.4% |
| 3Y | +66.7% | +23.0% | +43.7% | +55.0% |
| 5Y | +48.7% | -65.7% | +114.4% | +43.4% |
| All | +70.0% | -61.8% | +131.9% | +60.8% |
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