+189.4%
RTX vs ALHC
-28.9%
+218.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -9.4% | -1.0% | -8.4% | -9.4% |
| 3M | +12.3% | -10.2% | +22.4% | +12.3% |
| 6M | -3.1% | -28.3% | +25.2% | -2.2% |
| YTD | +10.7% | -31.4% | +42.1% | +11.8% |
| 1Y | +28.4% | -16.9% | +45.3% | +28.5% |
| 3Y | +147.1% | +135.5% | +11.6% | +128.4% |
| 5Y | +167.2% | -33.6% | +200.9% | +159.6% |
| All | +189.4% | -28.9% | +218.4% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling