+161.8%
DDOG vs ALHC
-29.3%
+191.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.1% | -1.0% | -5.1% | -5.9% |
| 30D | -10.1% | -6.3% | -3.8% | -9.3% |
| 3M | -9.3% | -12.3% | +3.1% | -9.1% |
| 6M | +67.2% | -27.0% | +94.2% | +70.3% |
| YTD | +54.6% | -31.8% | +86.4% | +59.0% |
| 1Y | +54.1% | -17.0% | +71.1% | +51.5% |
| 3Y | +115.3% | +159.8% | -44.6% | +38.3% |
| 5Y | +50.6% | -25.1% | +75.8% | +26.4% |
| All | +161.8% | -29.3% | +191.2% | +105.2% |
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