+57.7%
DECK vs ALHC
-60.3%
+118.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -0.9% |
| 7D | +6.0% | -6.2% | +12.2% | +6.6% |
| 30D | +7.4% | -9.7% | +17.1% | +8.2% |
| 3M | -11.7% | -44.7% | +33.1% | -7.2% |
| 6M | -11.0% | -58.7% | +47.7% | -4.9% |
| YTD | -15.4% | -61.7% | +46.4% | -9.3% |
| 1Y | +7.2% | -55.7% | +62.9% | +13.3% |
| 3Y | -11.8% | +25.6% | -37.4% | -22.1% |
| 5Y | +24.3% | -65.8% | +90.1% | +21.2% |
| All | +57.7% | -60.3% | +118.0% | +49.5% |
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