+107.4%
DE vs ALHC
-62.5%
+169.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +3.5% | +3.9% | -0.3% | +3.2% |
| 30D | +11.3% | -3.6% | +15.0% | +11.5% |
| 3M | +11.6% | -49.4% | +61.0% | +16.3% |
| 6M | +20.9% | -59.5% | +80.3% | +26.9% |
| YTD | +49.7% | -63.2% | +112.8% | +57.6% |
| 1Y | +49.5% | -55.5% | +104.9% | +55.2% |
| 3Y | +94.7% | +23.0% | +71.7% | +81.8% |
| 5Y | +107.4% | -65.7% | +173.1% | +124.3% |
| All | +107.4% | -62.5% | +169.9% | +124.3% |
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