-8.7%
DECK vs ALHC
-59.8%
+51.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.1% | -4.2% | +5.1% |
| 7D | +10.4% | -0.5% | +10.9% | +10.3% |
| 30D | +11.1% | -4.2% | +15.3% | +11.1% |
| 3M | -10.8% | -39.8% | +29.0% | -7.8% |
| 6M | -8.7% | -57.7% | +49.0% | -2.0% |
| All | -8.7% | -59.8% | +51.1% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling