+95.5%
DE vs ALHC
-33.0%
+128.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -2.4% | -5.8% | +3.4% | -2.0% |
| 30D | +9.7% | -3.3% | +13.0% | +9.9% |
| 3M | +21.4% | -37.9% | +59.3% | +24.7% |
| 6M | +15.0% | -29.5% | +44.5% | +16.6% |
| YTD | +46.4% | -35.4% | +81.8% | +49.0% |
| 1Y | +45.6% | -22.4% | +68.1% | +46.3% |
| 3Y | +76.8% | +146.3% | -69.6% | +58.7% |
| 5Y | +99.4% | -32.0% | +131.4% | +90.2% |
| All | +95.5% | -33.0% | +128.5% | +79.8% |
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