+35.0%
DASH vs ALHC
-61.8%
+96.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.8% | +3.9% | -8.7% | -5.4% |
| 30D | -7.9% | -3.6% | -4.3% | -7.4% |
| 3M | -16.3% | -49.4% | +33.1% | -6.1% |
| 6M | +10.4% | -59.5% | +69.8% | +26.1% |
| YTD | -20.1% | -63.2% | +43.1% | -7.8% |
| 1Y | -11.4% | -55.5% | +44.1% | -2.1% |
| 3Y | +114.1% | +23.0% | +91.1% | +65.4% |
| 5Y | -5.8% | -65.7% | +60.0% | -7.1% |
| All | +35.0% | -61.8% | +96.9% | +28.2% |
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