+60.2%
DECK vs ALHC
-57.3%
+117.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.1% | -4.2% | +5.0% |
| 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% | -7.1% |
| 6M | -8.7% | -57.7% | +49.0% | -2.7% |
| YTD | -14.0% | -58.8% | +44.7% | -8.5% |
| 1Y | +12.0% | -52.4% | +64.4% | +17.6% |
| 3Y | -10.5% | +35.2% | -45.7% | -21.4% |
| 5Y | +28.5% | -61.1% | +89.5% | +23.9% |
| All | +60.2% | -57.3% | +117.4% | +50.8% |
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