+55.0%
DDOG vs ALHC
-33.5%
+88.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -10.1% | -0.6% | -9.6% | -10.1% |
| 30D | -24.8% | -1.0% | -23.8% | -24.8% |
| 3M | -12.6% | -10.2% | -2.4% | -12.8% |
| 6M | +79.9% | -28.3% | +108.2% | +83.9% |
| YTD | +56.6% | -31.4% | +88.0% | +60.8% |
| 1Y | +61.6% | -16.9% | +78.5% | +58.8% |
| 3Y | +117.9% | +135.5% | -17.6% | +43.6% |
| All | +55.0% | -33.5% | +88.5% | +26.2% |
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