+94.7%
DE vs ALHC
+16.3%
+78.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +3.5% | +3.9% | -0.3% | +3.3% |
| 30D | +11.3% | -3.6% | +15.0% | +11.4% |
| 3M | +11.6% | -49.4% | +61.0% | +15.2% |
| 6M | +20.9% | -59.5% | +80.3% | +25.4% |
| YTD | +49.7% | -63.2% | +112.8% | +55.7% |
| 1Y | +49.5% | -55.5% | +104.9% | +54.0% |
| 3Y | +94.7% | +23.0% | +71.7% | +101.7% |
| All | +94.7% | +16.3% | +78.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling