-100.0%
DFNS vs ALHC
-65.9%
-34.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.5% | -16.9% | -19.6% |
| 7D | -12.7% | -0.8% | -11.9% | -12.9% |
| 30D | -65.2% | -9.6% | -55.6% | -65.6% |
| 3M | -94.6% | -44.5% | -50.0% | -94.9% |
| 6M | -96.2% | -59.2% | -37.0% | -96.7% |
| YTD | -99.6% | -62.0% | -37.6% | -99.7% |
| 1Y | -99.7% | -54.8% | -44.9% | -99.7% |
| 3Y | -100.0% | +25.0% | -125.0% | -100.0% |
| 5Y | -100.0% | -65.3% | -34.6% | -100.0% |
| All | -100.0% | -65.9% | -34.1% | -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