-9.4%
DASH vs ALHC
-62.4%
+53.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.1% | -2.3% | -8.0% |
| 7D | +0.5% | -6.2% | +6.7% | +1.6% |
| 30D | -7.1% | -9.7% | +2.6% | -5.7% |
| 3M | -13.2% | -44.7% | +31.5% | -4.0% |
| 6M | +8.3% | -58.7% | +67.0% | +23.8% |
| YTD | -20.6% | -61.7% | +41.2% | -8.7% |
| 1Y | -24.4% | -55.7% | +31.3% | -16.0% |
| 3Y | +94.5% | +25.6% | +68.9% | +46.2% |
| 5Y | -9.4% | -65.8% | +56.3% | +1.7% |
| All | -9.4% | -62.4% | +53.0% | +1.7% |
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