+14.9%
DG vs ALHC
+140.1%
-125.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -0.6% | +9.0% | +8.4% |
| 30D | +4.9% | -1.0% | +6.0% | +5.0% |
| 3M | +29.3% | -10.2% | +39.5% | +29.0% |
| 6M | -11.3% | -28.3% | +17.0% | -11.0% |
| YTD | +1.8% | -31.4% | +33.2% | +2.1% |
| 1Y | +25.3% | -16.9% | +42.3% | +25.3% |
| All | +14.9% | +140.1% | -125.2% | +14.8% |
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