+7.2%
DECK vs ALHC
-55.4%
+62.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -0.8% |
| 7D | +6.0% | -6.2% | +12.2% | +6.6% |
| 30D | +7.4% | -9.7% | +17.1% | +8.3% |
| 3M | -11.7% | -44.7% | +33.1% | -6.5% |
| 6M | -11.0% | -58.7% | +47.7% | -3.5% |
| YTD | -15.4% | -61.7% | +46.4% | -8.7% |
| 1Y | +7.2% | -55.7% | +62.9% | +11.5% |
| All | +7.2% | -55.4% | +62.7% | +11.5% |
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 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