+64.7%
RSP vs ALHC
+30.0%
+34.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.2% |
| 7D | +0.7% | +3.8% | -3.1% | +0.6% |
| 30D | +3.7% | +1.7% | +2.0% | +3.6% |
| 3M | +0.7% | -44.3% | +45.0% | +2.2% |
| 6M | +9.0% | -57.2% | +66.3% | +11.1% |
| YTD | +16.7% | -61.2% | +77.8% | +19.0% |
| 1Y | +19.0% | -53.2% | +72.1% | +20.6% |
| 3Y | +64.7% | +27.8% | +36.9% | +57.9% |
| All | +64.7% | +30.0% | +34.7% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling