-3.0%
RUN vs ALHC
+21.9%
-24.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | +33.4% | +1.0% | +32.5% | +32.8% |
| 30D | +31.1% | -14.2% | +45.3% | +33.0% |
| 3M | +6.4% | -45.1% | +51.5% | +13.6% |
| 6M | -22.2% | -59.5% | +37.3% | -15.0% |
| YTD | -45.8% | -62.8% | +17.1% | -40.3% |
| 1Y | -51.1% | -55.5% | +4.4% | -48.0% |
| 3Y | -3.0% | +25.7% | -28.7% | -37.5% |
| All | -3.0% | +21.9% | -24.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling