+26.1%
DECK vs ALHC
-33.5%
+59.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.1% |
| 6M | -21.1% | -28.3% | +7.2% | -19.6% |
| YTD | -17.2% | -31.4% | +14.2% | -15.4% |
| 1Y | -30.7% | -16.9% | -13.8% | -30.6% |
| 3Y | -3.4% | +135.5% | -138.8% | -21.5% |
| All | +26.1% | -33.5% | +59.6% | +18.9% |
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