+188.7%
RTX vs ALHC
-59.7%
+248.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.8% |
| 7D | -1.7% | +3.8% | -5.5% | -1.9% |
| 30D | +7.7% | +1.7% | +6.0% | +7.5% |
| 3M | -10.3% | -44.3% | +34.0% | -8.2% |
| 6M | +14.6% | -57.2% | +71.8% | +18.1% |
| YTD | +10.4% | -61.2% | +71.5% | +14.1% |
| 1Y | +13.5% | -53.2% | +66.7% | +16.3% |
| 3Y | +158.6% | +27.8% | +130.8% | +146.1% |
| 5Y | +147.3% | -65.4% | +212.6% | +146.2% |
| All | +188.7% | -59.7% | +248.4% | +182.8% |
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