-84.4%
RUN vs ALHC
-28.9%
-55.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.3% | -0.6% | +1.8% | +1.4% |
| 30D | -15.3% | -1.0% | -14.2% | -15.1% |
| 3M | -40.0% | -10.2% | -29.9% | -40.7% |
| 6M | -27.0% | -28.3% | +1.3% | -24.5% |
| YTD | -51.7% | -31.4% | -20.2% | -49.4% |
| 1Y | -45.9% | -16.9% | -29.0% | -46.8% |
| 3Y | -43.8% | +135.5% | -179.2% | -66.3% |
| 5Y | -80.5% | -33.6% | -46.9% | -85.5% |
| All | -84.4% | -28.9% | -55.5% | -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 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