+1,122.0%
DELL vs ALHC
-30.5%
+1,152.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | +25.6% | -1.0% | +26.6% | +25.6% |
| 30D | +17.7% | -6.3% | +24.0% | +17.6% |
| 3M | +33.4% | -12.3% | +45.7% | +33.4% |
| 6M | +266.2% | -27.0% | +293.2% | +267.0% |
| YTD | +328.0% | -31.8% | +359.8% | +329.2% |
| 1Y | +339.6% | -17.0% | +356.6% | +338.8% |
| 3Y | +694.6% | +159.8% | +534.8% | +624.3% |
| 5Y | +1,122.0% | -25.1% | +1,147.1% | +1,156.9% |
| All | +1,122.0% | -30.5% | +1,152.5% | +1,156.9% |
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