+12.0%
DECK vs ALHC
-51.4%
+63.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.1% | -4.2% | +4.9% |
| 7D | +10.4% | -0.5% | +10.9% | +10.3% |
| 30D | +11.1% | -4.2% | +15.3% | +11.3% |
| 3M | -10.8% | -39.8% | +29.0% | -6.4% |
| 6M | -8.7% | -57.7% | +49.0% | -1.1% |
| YTD | -14.0% | -58.8% | +44.7% | -7.9% |
| 1Y | +12.0% | -52.4% | +64.4% | +16.0% |
| All | +12.0% | -51.4% | +63.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling