+183.0%
RTX vs ALHC
-61.8%
+244.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.6% |
| 7D | -3.2% | +3.9% | -7.1% | -3.4% |
| 30D | +5.6% | -3.6% | +9.2% | +5.6% |
| 3M | -11.7% | -49.4% | +37.7% | -9.2% |
| 6M | +12.3% | -59.5% | +71.8% | +16.1% |
| YTD | +8.2% | -63.2% | +71.4% | +12.1% |
| 1Y | +12.6% | -55.5% | +68.1% | +15.6% |
| 3Y | +152.8% | +23.0% | +129.8% | +141.0% |
| 5Y | +140.2% | -65.7% | +205.9% | +139.5% |
| All | +183.0% | -61.8% | +244.8% | +177.9% |
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 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