+99.0%
DGX vs ALHC
-33.0%
+132.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.8% |
| 7D | -3.5% | -5.8% | +2.3% | -3.2% |
| 30D | -2.7% | -3.3% | +0.7% | -2.6% |
| 3M | +13.9% | -37.9% | +51.8% | +15.8% |
| 6M | +16.0% | -29.5% | +45.5% | +16.9% |
| YTD | +34.9% | -35.4% | +70.3% | +36.2% |
| 1Y | +30.6% | -22.4% | +53.0% | +30.8% |
| 3Y | +93.0% | +146.3% | -53.3% | +80.8% |
| 5Y | +64.4% | -32.0% | +96.4% | +52.9% |
| All | +99.0% | -33.0% | +132.0% | +85.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling