-1.8%
DECK vs ALHC
+136.3%
-138.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -13.6% | -1.0% | -12.6% | -13.6% |
| 3M | -21.2% | -10.2% | -11.1% | -21.0% |
| 6M | -21.1% | -28.3% | +7.2% | -20.6% |
| YTD | -17.2% | -31.4% | +14.2% | -16.7% |
| 1Y | -30.7% | -16.9% | -13.8% | -30.2% |
| All | -1.8% | +136.3% | -138.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling