+28.5%
DECK vs ALHC
-59.4%
+87.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 6M | -8.7% | -57.7% | +49.0% | -2.6% |
| YTD | -14.0% | -58.8% | +44.7% | -8.4% |
| 1Y | +12.0% | -52.4% | +64.4% | +17.7% |
| 3Y | -10.5% | +35.2% | -45.7% | -22.3% |
| 5Y | +28.5% | -61.1% | +89.5% | +28.8% |
| All | +28.5% | -59.4% | +87.9% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling