+36.9%
DD vs ALHC
-14.5%
+51.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.4% |
| 3M | -6.4% | -12.3% | +5.9% | -6.1% |
| 6M | -2.5% | -27.0% | +24.5% | -2.7% |
| YTD | +10.2% | -31.8% | +42.1% | +8.5% |
| 1Y | +36.9% | -17.0% | +54.0% | +35.1% |
| All | +36.9% | -14.5% | +51.5% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling