-99.9%
DFNS vs ALHC
+136.3%
-236.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | -0.6% | -15.4% | -16.1% |
| 30D | -77.7% | -1.0% | -76.7% | -77.5% |
| 3M | -77.2% | -10.2% | -67.0% | -78.8% |
| 6M | -95.2% | -28.3% | -66.9% | -95.9% |
| YTD | -98.0% | -31.4% | -66.5% | -98.3% |
| 1Y | -98.3% | -16.9% | -81.3% | -98.4% |
| All | -99.9% | +136.3% | -236.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling