+99.9%
DE vs ALHC
-28.9%
+128.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | -0.6% | +10.6% | +10.1% |
| 30D | +13.3% | -1.0% | +14.3% | +13.4% |
| 3M | +17.5% | -10.2% | +27.7% | +17.5% |
| 6M | +13.6% | -28.3% | +41.9% | +15.0% |
| YTD | +49.8% | -31.4% | +81.2% | +51.9% |
| 1Y | +47.9% | -16.9% | +64.8% | +47.8% |
| 3Y | +72.5% | +135.5% | -62.9% | +55.6% |
| 5Y | +90.2% | -33.6% | +123.9% | +81.3% |
| All | +99.9% | -28.9% | +128.9% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling