+66.3%
RSP vs ALHC
-61.5%
+127.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | +2.6% | -14.2% | +16.7% | +3.3% |
| 3M | -0.8% | -45.1% | +44.4% | +2.2% |
| 6M | +6.3% | -59.5% | +65.8% | +10.7% |
| YTD | +14.1% | -62.8% | +77.0% | +19.1% |
| 1Y | +18.0% | -55.5% | +73.5% | +21.7% |
| 3Y | +61.0% | +25.7% | +35.3% | +49.4% |
| 5Y | +45.6% | -66.8% | +112.4% | +40.5% |
| All | +66.3% | -61.5% | +127.7% | +57.1% |
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