-34.0%
DG vs ALHC
-64.2%
+30.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | +9.5% | -14.2% | +23.7% | +10.3% |
| 3M | +5.5% | -45.1% | +50.6% | +8.6% |
| 6M | +16.1% | -59.5% | +75.6% | +20.6% |
| YTD | +2.7% | -62.8% | +65.5% | +6.9% |
| 1Y | +42.1% | -55.5% | +97.6% | +46.4% |
| 3Y | +19.3% | +25.7% | -6.4% | +11.0% |
| All | -34.0% | -64.2% | +30.2% | -38.5% |
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