+77.9%
DD vs ALHC
+21.9%
+56.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.1% |
| 7D | +4.6% | +1.0% | +3.7% | +4.6% |
| 30D | +11.8% | -14.2% | +25.9% | +11.8% |
| 3M | +2.2% | -45.1% | +47.3% | +2.2% |
| 6M | -1.6% | -59.5% | +57.9% | -1.5% |
| YTD | +23.0% | -62.8% | +85.8% | +23.0% |
| 1Y | +26.9% | -55.5% | +82.4% | +26.8% |
| 3Y | +77.9% | +25.7% | +52.2% | +70.1% |
| All | +77.9% | +21.9% | +56.0% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling