-100.0%
DFNS vs ALHC
-64.2%
-35.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -12.6% |
| 7D | -44.0% | +1.0% | -45.0% | -43.9% |
| 30D | -69.1% | -14.2% | -55.0% | -69.6% |
| 3M | -95.6% | -45.1% | -50.5% | -95.9% |
| 6M | -96.2% | -59.5% | -36.6% | -96.7% |
| YTD | -99.6% | -62.8% | -36.8% | -99.7% |
| 1Y | -99.7% | -55.5% | -44.3% | -99.8% |
| 3Y | -100.0% | +25.7% | -125.7% | -100.0% |
| All | -100.0% | -64.2% | -35.8% | -100.0% |
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