-85.1%
RUN vs ALHC
-60.6%
-24.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.5% |
| 7D | -13.7% | -0.8% | -12.9% | -13.7% |
| 30D | +9.4% | -9.6% | +19.0% | +11.1% |
| 3M | -13.4% | -44.5% | +31.1% | -2.8% |
| 6M | -39.6% | -59.2% | +19.6% | -29.5% |
| YTD | -53.7% | -62.0% | +8.3% | -45.5% |
| 1Y | -56.2% | -54.8% | -1.4% | -51.1% |
| 3Y | -9.7% | +25.0% | -34.7% | -37.2% |
| 5Y | -85.5% | -65.3% | -20.1% | -87.7% |
| All | -85.1% | -60.6% | -24.4% | -88.2% |
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 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