-16.8%
DASH vs ALHC
-63.9%
+47.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -2.5% |
| 7D | -2.8% | +3.8% | -6.6% | -3.4% |
| 30D | -9.3% | +1.7% | -10.9% | -9.8% |
| 3M | -15.1% | -44.3% | +29.3% | -6.3% |
| 6M | +8.7% | -57.2% | +66.0% | +23.2% |
| YTD | -21.3% | -61.2% | +39.9% | -10.0% |
| 1Y | -12.7% | -53.2% | +40.5% | -4.3% |
| 3Y | +103.8% | +27.8% | +76.0% | +52.6% |
| 5Y | -16.8% | -65.4% | +48.6% | -3.9% |
| All | -16.8% | -63.9% | +47.1% | -3.9% |
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