+813.3%
DELL vs ALHC
-59.6%
+872.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.8% |
| 7D | +0.4% | -5.5% | +5.9% | +0.4% |
| 30D | -35.1% | -4.9% | -30.2% | -35.1% |
| 3M | -15.1% | -41.7% | +26.6% | -15.3% |
| 6M | +51.7% | -55.2% | +106.9% | +51.7% |
| YTD | +200.0% | -61.1% | +261.0% | +200.2% |
| 1Y | +172.1% | -53.3% | +225.5% | +171.3% |
| 3Y | +431.2% | +28.2% | +403.0% | +398.1% |
| 5Y | +633.1% | -65.8% | +698.9% | +620.6% |
| All | +813.3% | -59.6% | +872.9% | +798.8% |
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 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