+48.0%
DD vs ALHC
-29.3%
+77.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | -7.4% | -6.3% | -1.1% | -7.2% |
| 3M | -6.4% | -12.3% | +5.9% | -6.3% |
| 6M | -2.5% | -27.0% | +24.5% | -1.8% |
| YTD | +10.2% | -31.8% | +42.1% | +11.2% |
| 1Y | +36.9% | -17.0% | +54.0% | +36.6% |
| 3Y | +47.0% | +159.8% | -112.8% | +31.3% |
| 5Y | +63.1% | -25.1% | +88.3% | +52.6% |
| All | +48.0% | -29.3% | +77.3% | +33.0% |
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 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