-84.6%
RUN vs ALHC
-31.6%
-53.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.8% |
| 7D | -1.8% | -4.1% | +2.3% | -0.8% |
| 30D | -10.8% | -5.4% | -5.4% | -9.7% |
| 3M | -30.2% | -32.1% | +2.0% | -24.7% |
| 6M | -22.3% | -28.5% | +6.2% | -19.8% |
| YTD | -52.2% | -34.0% | -18.1% | -49.5% |
| 1Y | -45.1% | -20.9% | -24.2% | -45.2% |
| 3Y | -37.1% | +151.5% | -188.6% | -63.3% |
| 5Y | -80.3% | -28.8% | -51.4% | -85.4% |
| All | -84.6% | -31.6% | -53.0% | -89.0% |
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