+100.2%
DAL vs ALHC
-62.4%
+162.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -3.7% |
| 7D | +4.6% | -6.2% | +10.8% | +5.1% |
| 30D | +2.3% | -9.7% | +12.0% | +3.0% |
| 3M | -8.1% | -44.7% | +36.6% | -3.6% |
| 6M | +21.4% | -58.7% | +80.1% | +29.4% |
| YTD | +24.3% | -61.7% | +86.0% | +32.9% |
| 1Y | +47.4% | -55.7% | +103.1% | +55.3% |
| 3Y | +164.6% | +25.6% | +139.0% | +135.4% |
| 5Y | +100.2% | -65.8% | +166.0% | +103.6% |
| All | +100.2% | -62.4% | +162.7% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling