-99.6%
DFNS vs ALHC
-51.4%
-48.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +10.1% | -28.5% | -20.7% |
| 7D | -27.7% | -0.5% | -27.2% | -27.9% |
| 30D | -58.0% | -4.2% | -53.7% | -57.7% |
| 3M | -94.0% | -39.8% | -54.2% | -93.2% |
| 6M | -94.6% | -57.7% | -36.8% | -92.0% |
| YTD | -99.4% | -58.8% | -40.6% | -99.3% |
| 1Y | -99.6% | -52.4% | -47.3% | -99.7% |
| All | -99.6% | -51.4% | -48.2% | -99.7% |
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