-82.9%
RUN vs ALHC
-61.8%
-21.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | +18.1% | +3.9% | +14.2% | +16.5% |
| 30D | +27.5% | -3.6% | +31.1% | +27.7% |
| 3M | -4.5% | -49.4% | +44.9% | +9.7% |
| 6M | -33.3% | -59.5% | +26.1% | -22.2% |
| YTD | -47.1% | -63.2% | +16.1% | -37.2% |
| 1Y | -43.1% | -55.5% | +12.3% | -36.3% |
| 3Y | -3.0% | +23.0% | -26.0% | -32.3% |
| 5Y | -82.6% | -65.7% | -16.9% | -85.2% |
| All | -82.9% | -61.8% | -21.1% | -86.4% |
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