+136.8%
DELL vs ALHC
-52.7%
+189.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.1% |
| 7D | -18.1% | +3.8% | -21.9% | -17.7% |
| 30D | -42.9% | +1.7% | -44.5% | -42.6% |
| 3M | -26.9% | -44.3% | +17.5% | -30.6% |
| 6M | +28.8% | -57.2% | +86.0% | +25.3% |
| YTD | +168.4% | -61.2% | +229.6% | +153.4% |
| 1Y | +136.8% | -53.2% | +190.0% | +104.7% |
| All | +136.8% | -52.7% | +189.5% | +104.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling