-99.7%
DFNS vs ALHC
-56.7%
-43.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -11.5% |
| 7D | -44.0% | +1.0% | -45.0% | -44.2% |
| 30D | -69.1% | -14.2% | -55.0% | -67.9% |
| 3M | -95.6% | -45.1% | -50.5% | -94.9% |
| 6M | -96.2% | -59.5% | -36.6% | -94.3% |
| YTD | -99.6% | -62.8% | -36.8% | -99.5% |
| 1Y | -99.7% | -55.5% | -44.3% | -99.8% |
| All | -99.7% | -56.7% | -43.0% | -99.8% |
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 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