-3.6%
DDOG vs ALHC
-66.2%
+62.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -31.6% | -10.6% | -21.1% | -30.7% |
| 3M | -27.0% | -45.3% | +18.3% | -21.3% |
| 6M | -10.3% | -59.7% | +49.4% | -0.7% |
| YTD | +35.4% | -62.7% | +98.2% | +50.3% |
| 1Y | -1.0% | -56.1% | +55.1% | +6.0% |
| 3Y | +76.7% | +21.3% | +55.4% | +28.4% |
| All | -3.6% | -66.2% | +62.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling