+74.8%
DD vs ALHC
-61.8%
+136.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +5.9% |
| 7D | +9.8% | +3.9% | +5.9% | +9.6% |
| 30D | +19.3% | -3.6% | +23.0% | +19.4% |
| 3M | +9.4% | -49.4% | +58.8% | +12.1% |
| 6M | +4.8% | -59.5% | +64.3% | +7.9% |
| YTD | +30.2% | -63.2% | +93.4% | +34.3% |
| 1Y | +32.2% | -55.5% | +87.7% | +34.9% |
| 3Y | +93.1% | +23.0% | +70.1% | +79.0% |
| 5Y | +68.0% | -65.7% | +133.7% | +61.5% |
| All | +74.8% | -61.8% | +136.6% | +60.6% |
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 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