+106.9%
DGX vs ALHC
+28.2%
+78.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.2% | -5.5% | +6.7% | +1.3% |
| 30D | +11.2% | -4.9% | +16.1% | +11.3% |
| 3M | +9.3% | -41.7% | +51.1% | +10.8% |
| 6M | +37.4% | -55.2% | +92.5% | +39.8% |
| YTD | +51.6% | -61.1% | +112.6% | +54.6% |
| 1Y | +39.3% | -53.3% | +92.6% | +41.0% |
| All | +106.9% | +28.2% | +78.7% | +96.8% |
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