+1,206.4%
DELL vs ALHC
-31.6%
+1,238.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +8.7% | -4.1% | +12.9% | +8.7% |
| 30D | +16.9% | -5.4% | +22.3% | +16.9% |
| 3M | +40.4% | -32.1% | +72.6% | +40.3% |
| 6M | +267.1% | -28.5% | +295.6% | +267.7% |
| YTD | +329.1% | -34.0% | +363.1% | +330.2% |
| 1Y | +346.9% | -20.9% | +367.9% | +346.3% |
| 3Y | +696.6% | +151.5% | +545.1% | +634.7% |
| 5Y | +1,106.2% | -28.8% | +1,135.0% | +1,087.5% |
| All | +1,206.4% | -31.6% | +1,238.0% | +1,187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling