-31.3%
DG vs ALHC
-29.3%
-1.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | +1.0% | -6.3% | +7.3% | +1.3% |
| 3M | +20.3% | -12.3% | +32.6% | +20.3% |
| 6M | -11.7% | -27.0% | +15.3% | -11.1% |
| YTD | -2.3% | -31.8% | +29.5% | -1.4% |
| 1Y | +20.0% | -17.0% | +37.0% | +19.9% |
| 3Y | +7.2% | +159.8% | -152.6% | -3.4% |
| 5Y | -37.9% | -25.1% | -12.8% | -42.0% |
| All | -31.3% | -29.3% | -1.9% | -35.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling