+123.7%
DDOG vs ALHC
-61.8%
+185.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -16.9% | +3.9% | -20.7% | -17.6% |
| 30D | -38.8% | -3.6% | -35.1% | -38.6% |
| 3M | -23.2% | -49.4% | +26.2% | -16.0% |
| 6M | -10.3% | -59.5% | +49.2% | -0.7% |
| YTD | +32.1% | -63.2% | +95.3% | +47.2% |
| 1Y | -6.1% | -55.5% | +49.4% | +0.5% |
| 3Y | +79.2% | +23.0% | +56.2% | +32.3% |
| 5Y | -8.6% | -65.7% | +57.1% | -13.4% |
| All | +123.7% | -61.8% | +185.6% | +89.9% |
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