+48.4%
RSP vs ALHC
-65.9%
+114.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | +3.5% | -9.6% | +13.1% | +4.0% |
| 3M | +0.2% | -44.5% | +44.7% | +3.4% |
| 6M | +9.1% | -59.2% | +68.3% | +14.0% |
| YTD | +16.6% | -62.0% | +78.6% | +21.9% |
| 1Y | +17.9% | -54.8% | +72.7% | +21.7% |
| 3Y | +64.6% | +25.0% | +39.6% | +51.1% |
| 5Y | +48.4% | -65.3% | +113.7% | +49.7% |
| All | +48.4% | -65.9% | +114.3% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling